Nicholas Syring
Works (6)
Updated: July 5th, 2023 15:36
2023 journal article
Gibbs posterior concentration rates under sub-exponential type losses
BERNOULLI, 29(2), 1080–1108.
author keywords: Classification; generalized Bayes; high-dimensional problem; M-estimation; model misspecification
arxiv.org (repository)
Source: Web Of Science
Added: April 4, 2023
2020 journal article
ROBUST AND RATE-OPTIMAL GIBBS POSTERIOR INFERENCE ON THE BOUNDARY OF A NOISY IMAGE
ANNALS OF STATISTICS, 48(3), 1498–1513.
author keywords: Adaptation; boundary detection; likelihood-free inference; model misspecification; posterior concentration rate
Source: Web Of Science
Added: August 10, 2020
2019 journal article
Gibbs posterior inference on value-at-risk
SCANDINAVIAN ACTUARIAL JOURNAL, (7), 548–557.
author keywords: Direct posterior; discrepancy function; M-estimation; model misspecification; risk capital; robust estimation
Source: Web Of Science
Added: August 12, 2019
2019 journal article
Miscellanea Calibrating general posterior credible regions
BIOMETRIKA, 106(2), 479–486.
author keywords: Bootstrap; Coverage probability; Gibbs posterior distribution; Model misspecification; Stochastic approximation
Source: Web Of Science
Added: November 11, 2019
2017 journal article
Efficient simulation from a gamma distribution with small shape parameter
COMPUTATIONAL STATISTICS, 32(4), 1767–1775.
author keywords: Acceptance rate; Acceptance-rejection method; Asymptotic distribution; Exponential distribution; R software
Source: Web Of Science
Added: August 6, 2018
2017 journal article
Gibbs posterior inference on the minimum clinically important difference
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 187, 67–77.
author keywords: Clinical significance; Loss function; M-estimation; Model-free inference; Posterior convergence rate
Source: Web Of Science
Added: August 6, 2018
