Geodesic
On some aspects of the asymptotic properties of Bayesian approaches in nonparametric and semiparametric models
Judith Rousseau1 ; Jean-Bernard Salomond1 ; Catia Scricciolo2
1 ENSAE-CREST and CEREMADE, Université Paris-Dauphine, FRANCE
2 Bocconi University, Italy
ESAIM. Proceedings, Tome 44 (2014), pp. 159-171 Cet article a éte moissonné depuis la source EDP Sciences

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In this paper, we review some recent results obtained in the context of Bayesian non and semiparametric models in terms of posterior concentration, Bernstein-von Mises theorems and tests. Then two specific cases are studied in more details. The first concerns tests for monotonicity and the second some asymptotic properties of empirical Bayes procedures.
DOI : 10.1051/proc/201444010

Judith Rousseau 1 ; Jean-Bernard Salomond 1 ; Catia Scricciolo 2

1 ENSAE-CREST and CEREMADE, Université Paris-Dauphine, FRANCE
2 Bocconi University, Italy 
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     author = {Judith Rousseau and Jean-Bernard Salomond and Catia Scricciolo},
     title = {On some aspects of the asymptotic properties of {Bayesian} approaches in nonparametric and semiparametric models},
     journal = {ESAIM. Proceedings},
     pages = {159--171},
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     doi = {10.1051/proc/201444010},
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Judith Rousseau; Jean-Bernard Salomond; Catia Scricciolo. On some aspects of the asymptotic properties of Bayesian approaches in nonparametric and semiparametric models. ESAIM. Proceedings, Tome 44 (2014), pp. 159-171. doi: 10.1051/proc/201444010

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