Works (7)

Updated: January 3rd, 2024 05:02

2023 journal article

Gibbs posterior concentration rates under sub-exponential type losses

BERNOULLI, 29(2), 1080–1108.

By: N. Syring* & R. Martin n

author keywords: Classification; generalized Bayes; high-dimensional problem; M-estimation; model misspecification
Source: Web Of Science
Added: April 4, 2023

2022 article

Direct Gibbs posterior inference on risk minimizers: Construction, concentration, and calibration

ADVANCEMENTS IN BAYESIAN METHODS AND IMPLEMENTATION, Vol. 47, pp. 1–41.

By: R. Martin n & N. Syring*

author keywords: Asymptotics; Empirical risk minimization; Bayesian inference; Learning rate; M-estimation; Model misspecification; Statistical learning
Source: Web Of Science
Added: January 2, 2024

2020 journal article

ROBUST AND RATE-OPTIMAL GIBBS POSTERIOR INFERENCE ON THE BOUNDARY OF A NOISY IMAGE

ANNALS OF STATISTICS, 48(3), 1498–1513.

By: N. Syring* & R. Martin*

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.

By: N. Syring*, L. Hong* & R. Martin n

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.

By: N. Syring* & R. Martin n

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.

By: N. Syring n & R. Martin n

author keywords: Clinical significance; Loss function; M-estimation; Model-free inference; Posterior convergence rate
Source: Web Of Science
Added: August 6, 2018

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