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.

Voir la notice de l'article provenant de la source EDP Sciences

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 
@article{EP_2014_44_a10,
     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},
     publisher = {mathdoc},
     volume = {44},
     year = {2014},
     doi = {10.1051/proc/201444010},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.1051/proc/201444010/}
}
TY  - JOUR
AU  - Judith Rousseau
AU  - Jean-Bernard Salomond
AU  - Catia Scricciolo
TI  - On some aspects of the asymptotic properties of Bayesian approaches in nonparametric and semiparametric models
JO  - ESAIM. Proceedings
PY  - 2014
SP  - 159
EP  - 171
VL  - 44
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/articles/10.1051/proc/201444010/
DO  - 10.1051/proc/201444010
LA  - en
ID  - EP_2014_44_a10
ER  - 
%0 Journal Article
%A Judith Rousseau
%A Jean-Bernard Salomond
%A Catia Scricciolo
%T On some aspects of the asymptotic properties of Bayesian approaches in nonparametric and semiparametric models
%J ESAIM. Proceedings
%D 2014
%P 159-171
%V 44
%I mathdoc
%U http://geodesic.mathdoc.fr/articles/10.1051/proc/201444010/
%R 10.1051/proc/201444010
%G en
%F EP_2014_44_a10
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. http://geodesic.mathdoc.fr/articles/10.1051/proc/201444010/

Cité par Sources :