Imperial College London
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DrKolyanRay

Faculty of Natural Sciences, Department of Mathematics

Senior Lecturer in Statistics
 
 
 
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Contact

 

kolyan.ray

 
 
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Location

 

Huxley BuildingSouth Kensington Campus

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Summary

 

Publications

Citation

BibTex format

@article{Ray:2017:10.1214/16-aos1533,
author = {Ray, K},
doi = {10.1214/16-aos1533},
journal = {Annals of Statistics},
pages = {2511--2536},
title = {Adaptive Bernstein–von Mises theorems in Gaussian white noise},
url = {http://dx.doi.org/10.1214/16-aos1533},
volume = {45},
year = {2017}
}
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RIS format (EndNote, RefMan)

TY  - JOUR
AB  - We investigate Bernstein–von Mises theorems for adaptive nonparametric Bayesian procedures in the canonical Gaussian white noise model. Weconsider both a Hilbert space and multiscale setting with applications in L2and L∞, respectively. This provides a theoretical justification for plug-in procedures, for example the use of certain credible sets for sufficiently smoothlinear functionals. We use this general approach to construct optimal frequentist confidence sets based on the posterior distribution. We also provide simulations to numerically illustrate our approach and obtain a visual representation of the geometries involved.
AU  - Ray,K
DO  - 10.1214/16-aos1533
EP  - 2536
PY  - 2017///
SN  - 0090-5364
SP  - 2511
TI  - Adaptive Bernstein–von Mises theorems in Gaussian white noise
T2  - Annals of Statistics
UR  - http://dx.doi.org/10.1214/16-aos1533
UR  - https://projecteuclid.org/euclid.aos/1513328581
UR  - http://hdl.handle.net/10044/1/76649
VL  - 45
ER  -
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