Geodesic
On some aspects of the asymptotic properties of Bayesian approaches in nonparametric and semiparametric models
Judith Rousseau1 ; Jean-Bernard Salomond1 ; Catia Scricciolo2
1ENSAE-CREST and CEREMADE, Université Paris-Dauphine, FRANCE
2Bocconi University, Italy
ESAIM. Proceedings, Tome 44 (2014), pp. 159-171
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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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     title = {On some aspects of the asymptotic properties of {Bayesian} approaches in nonparametric and semiparametric models},
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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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