scholarly journals On frequentist coverage errors of Bayesian credible sets in moderately high dimensions

Bernoulli ◽  
2020 ◽  
Vol 26 (1) ◽  
pp. 616-641
Author(s):  
Keisuke Yano ◽  
Kengo Kato
Keyword(s):  
High Dimensions ◽  
Credible Sets ◽  
Frequentist Coverage

scholarly journals On Bayesian credible sets, restricted parameter spaces and frequentist coverage

2013 ◽  
Vol 7 (0) ◽  
pp. 1419-1431 ◽  
Author(s):  
Éric Marchand ◽  
William E. Strawderman
Keyword(s):  
Parameter Spaces ◽  
Credible Sets ◽  
Frequentist Coverage

scholarly journals Asymptotic frequentist coverage properties of Bayesian credible sets for sieve priors

2020 ◽  
Vol 48 (4) ◽  
pp. 2155-2179
Author(s):  
Judith Rousseau ◽  
Botond Szabo
Keyword(s):  
Credible Sets ◽  
Frequentist Coverage

scholarly journals Frequentist coverage of adaptive nonparametric Bayesian credible sets

2015 ◽  
Vol 43 (4) ◽  
pp. 1391-1428 ◽  
Author(s):  
Botond Szabó ◽  
A. W. van der Vaart ◽  
J. H. van Zanten
Keyword(s):  
Nonparametric Bayesian ◽  
Credible Sets ◽  
Frequentist Coverage

scholarly journals Rejoinder to discussions of “Frequentist coverage of adaptive nonparametric Bayesian credible sets”

2015 ◽  
Vol 43 (4) ◽  
pp. 1463-1470 ◽  
Author(s):  
Botond Szabó ◽  
A. W. van der Vaart ◽  
J. H. van Zanten
Keyword(s):  
Nonparametric Bayesian ◽  
Credible Sets ◽  
Frequentist Coverage
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