Cover Image

Online Bernstein-von Mises theorem

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Lee, Jeyong, Choi, Junhyeok, Chae, Minwoo
Format:	Preprint
Published:	2025
Subjects:	Statistics Theory 62F12, 62F15, 62E17, 62L12 G.3
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

The Bernstein-von Mises theorem for Bayesian one-pass online learning
by: Lee, Jeyong, et al.
Published: (2026)

Bernstein-von Mises Theorem for Sparse Generalized Linear Model
by: Li, Hanqing, et al.
Published: (2026)

From Tail Universality to Bernstein-von Mises: A Unified Statistical Theory of Semi-Implicit Variational Inference
by: Plummer, Sean
Published: (2025)

Advances in Bayesian model selection consistency for high-dimensional generalized linear models
by: Lee, Jeyong, et al.
Published: (2024)

Estimation and inference in error-in-operator model
by: Spokoiny, Vladimir
Published: (2025)

Semiparametric plug-in estimation, sup-norm risk bounds, marginal optimization, and inference in BTL model
by: Spokoiny, Vladimir
Published: (2025)

An accurate percentile method for parametric inference based on asymptotically biased estimators
by: Orso, Samuel, et al.
Published: (2024)

Semi-parametric Bernstein-von Mises in Linear Inverse Problems
by: Magra, Adel, et al.
Published: (2023)

Statistical inference for extremal directions in high-dimensional spaces
by: Butsch, Lucas, et al.
Published: (2026)

Asymptotics for non-degenerate multivariate $U$-statistics with estimated nuisance parameters under the null and local alternative hypotheses
by: Desgagné, Alain, et al.
Published: (2024)

Finite sample expansions and risk bounds in high-dimensional SLS models
by: Spokoiny, Vladimir
Published: (2024)

Omnibus goodness-of-fit tests for univariate continuous distributions based on trigonometric moments
by: Desgagné, Alain, et al.
Published: (2025)

Confidence intervals for causal effects in sequential decision making
by: Vovk, Vladimir, et al.
Published: (2026)

A Matsuoka-Based GARMA Model for Hydrological Forecasting: Theory, Estimation, and Applications
by: Pumi, Guilherme, et al.
Published: (2025)

A Novel Multiple Imputation Approach For Parameter Estimation in Observation-Driven Time Series Models With Missing Data
by: Pumi, Guilherme, et al.
Published: (2026)

Unit-Weibull Autoregressive Moving Average Models
by: Pumi, Guilherme, et al.
Published: (2022)

Graphical lasso for extremes
by: Wan, Phyllis, et al.
Published: (2023)

Conditional validity and a fast approximation formula of full conformal prediction sets
by: Amann, Nicolai
Published: (2025)

Asymptotic behavior of the variance of the BLUE for the mean of stationary processes
by: Ginovyan, Mamikon S.
Published: (2026)

Estimation of Lévy-driven CARMA models under renewal sampling
by: Bosserhoff, Frank, et al.
Published: (2026)

Privacy Guarantees in Posterior Sampling under Contamination
by: Hu, Shenggang, et al.
Published: (2024)

Nearly unstable family of stochastic processes given by stochastic differential equations with time delay
by: Benke, János Marcell, et al.
Published: (2019)

Uncertainty Quantification for Multi-level Models Using the Survey-Weighted Pseudo-Posterior
by: Williams, Matthew R., et al.
Published: (2025)

Reduced-bias estimation of the residual dependence index with unnamed marginals
by: Israelsson, Jennifer, et al.
Published: (2021)

Confidence Sets for Multidimensional Scaling
by: Vishwanath, Siddharth, et al.
Published: (2025)

Multivariate MM-estimators with auxiliary Scale for Linear Models with Structured Covariance Matrices
by: Lopuhaa, Hendrik Paul
Published: (2025)

Diaconis-Ylvisaker prior penalized likelihood for $p/n \to κ\in (0,1)$ logistic regression
by: Sterzinger, Philipp, et al.
Published: (2023)

On the spherical cardioid distribution and its goodness-of-fit
by: García-Portugués, Eduardo
Published: (2026)

Jeffreys-prior penalty for high-dimensional logistic regression: A conjecture about aggregate bias
by: Kosmidis, Ioannis, et al.
Published: (2023)

Two-Step Mixed-Type Multivariate Bayesian Sparse Variable Selection with Shrinkage Priors
by: Wang, Shao-Hsuan, et al.
Published: (2022)

Robust estimators for the log-logistic model based on ranked set sampling
by: Felipe, Ángel, et al.
Published: (2024)

Improved estimators in Bell regression model with application
by: Seifollahi, Solmaz, et al.
Published: (2024)

Mixing convergence of LSE for supercritical AR(2) processes with Gaussian innovations using random scaling
by: Barczy, Matyas, et al.
Published: (2021)

High-dimensional linear regression inference via $\ell^2$ weak convergence
by: Fujimori, Kou, et al.
Published: (2026)

Eigenstructure inference for high-dimensional covariance with generalized shrinkage inverse-Wishart prior
by: Kim, Seongmin, et al.
Published: (2025)

Inference on Gaussian mixture models with dependent labels
by: Lee, Seunghyun, et al.
Published: (2025)

A semiparametric generalized exponential regression model with a principled distance-based prior
by: Dey, Arijit, et al.
Published: (2023)

Tests for the mean of high-dimensional data
by: Ferger, Dietmar
Published: (2026)

A sparsity test for multivariate Hawkes processes
by: Lotz, Antoine
Published: (2024)

Estimation of relative risk, odds ratio and their logarithms with guaranteed accuracy and controlled sample size ratio
by: Mendo, Luis
Published: (2025)