The Annals of Statistics

Discussion of “Frequentist coverage of adaptive nonparametric Bayesian credible sets”

Richard Nickl

Full-text: Open access

Article information

Source
Ann. Statist., Volume 43, Number 4 (2015), 1429-1436.

Dates
Received: September 2014
First available in Project Euclid: 17 June 2015

Permanent link to this document
https://projecteuclid.org/euclid.aos/1434546206

Digital Object Identifier
doi:10.1214/14-AOS1270A

Mathematical Reviews number (MathSciNet)
MR3357862

Zentralblatt MATH identifier
1321.62043

Citation

Nickl, Richard. Discussion of “Frequentist coverage of adaptive nonparametric Bayesian credible sets”. Ann. Statist. 43 (2015), no. 4, 1429--1436. doi:10.1214/14-AOS1270A. https://projecteuclid.org/euclid.aos/1434546206


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References

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  • [2] Bull, A. D. and Nickl, R. (2013). Adaptive confidence sets in $L^{2}$. Probab. Theory Related Fields 156 889–919.
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  • [6] Giné, E. and Nickl, R. (2010). Confidence bands in density estimation. Ann. Statist. 38 1122–1170.
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  • [8] Leahu, H. (2011). On the Bernstein–von Mises phenomenon in the Gaussian white noise model. Electron. J. Stat. 5 373–404.
  • [9] Nickl, R. and Szabó, B. (2014). A sharp adaptive confidence ball for self-similar functions. Preprint. Available at arXiv:1406.3994.
  • [10] Nickl, R. and van de Geer, S. (2013). Confidence sets in sparse regression. Ann. Statist. 41 2852–2876.
  • [11] Ray, K. (2014). Bernstein–von Mises theorems for adaptive Bayesian nonparametric procedures. Preprint. Available at arXiv:1407.3397.
  • [12] Szabó, B., van der Vaart, A. W. and van Zanten, H. (2015). Frequentist coverage of adaptive nonparametric Bayesian credible sets. Ann. Statist. 43 1391–1428.

See also

  • Main article: Frequentist coverage of adaptive nonparametric Bayesian credible sets.