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We investigate the asymptotic behavior of posterior distributions of regression coefficients in high-dimensional linear models as the number of dimensions grows with the number of observations. We show that the posterior distribution…

Methodology · Statistics 2018-03-06 Artin Armagan , David B. Dunson , Jaeyong Lee , Waheed U. Bajwa , Nate Strawn

We consider statistical inference in the density estimation model using a tree-based Bayesian approach, with Optional P\'olya trees as prior distribution. We derive near-optimal convergence rates for corresponding posterior distributions…

Statistics Theory · Mathematics 2021-10-12 Ismaël Castillo , Thibault Randrianarisoa

In the setting of high-dimensional linear regression models, we propose two frameworks for constructing pointwise and group confidence sets for penalized estimators which incorporate prior knowledge about the organization of the non-zero…

Statistics Theory · Mathematics 2018-04-04 Benjamin Stucky , Sara van de Geer

We develop a new approach for quantifying uncertainty in finite populations, by using design distributions to calibrate sensitivity parameters in finite population identified sets. This yields uncertainty intervals that can be interpreted…

Econometrics · Economics 2026-05-12 Brendan Kline , Matthew A. Masten

We investigate the credible sets and marginal credible intervals resulting from the horseshoe prior in the sparse multivariate normal means model. We do so in an adaptive setting without assuming knowledge of the sparsity level (number of…

Statistics Theory · Mathematics 2017-02-14 Stéphanie van der Pas , Botond Szabó , Aad van der Vaart

Generalized likelihoods are commonly used to obtain consistent estimators with attractive computational and robustness properties. Formally, any generalized likelihood can be used to define a generalized posterior distribution, but an…

Statistics Theory · Mathematics 2021-05-04 Jeffrey W. Miller

We study the posterior distribution of the Bayesian multiple change-point regression problem when the number and the locations of the change-points are unknown. While it is relatively easy to apply the general theory to obtain the…

Statistics Theory · Mathematics 2008-08-21 Heng Lian

Modern regression applications can involve hundreds or thousands of variables which motivates the use of variable selection methods. Bayesian variable selection defines a posterior distribution on the possible subsets of the variables…

Methodology · Statistics 2024-10-16 J. E. Griffin

Credible intervals and credible sets, such as highest posterior density (HPD) intervals, form an integral statistical tool in Bayesian phylogenetics, both for phylogenetic analyses and for development. Readily available for continuous…

Data Structures and Algorithms · Computer Science 2026-05-05 Jonathan Klawitter , Alexei J. Drummond

Consider the observation of n iid realizations of an experiment with d>1 possible outcomes, which corresponds to a single observation of a multinomial distribution M(n,p) where p is an unknown discrete distribution on {1,...,d}. In many…

Computation · Statistics 2010-06-15 Djalil Chafai , Didier Concordet

In this paper we compare and contrast the behavior of the posterior predictive distribution to the risk of the maximum a posteriori estimator for the random features regression model in the overparameterized regime. We will focus on the…

Machine Learning · Statistics 2023-10-30 Youngsoo Baek , Samuel I. Berchuck , Sayan Mukherjee

Bayesian clustering methods have the widely touted advantage of providing a probabilistic characterization of uncertainty in clustering through the posterior distribution. An amazing variety of priors and likelihoods have been proposed for…

Methodology · Statistics 2025-11-21 Garritt L. Page , Andrés F. Barrientos , David B. Dahl , David B. Dunson

In this paper, inference for the parametric component of a semiparametric model based on sampling from the posterior profile distribution is thoroughly investigated from the frequentist viewpoint. The higher-order validity of the profile…

Statistics Theory · Mathematics 2009-09-29 Guang Cheng , Michael R. Kosorok

Many popular methods for building confidence intervals on causal effects under high-dimensional confounding require strong "ultra-sparsity" assumptions that may be difficult to validate in practice. To alleviate this difficulty, we here…

Statistics Theory · Mathematics 2019-05-06 Jelena Bradic , Stefan Wager , Yinchu Zhu

We introduce a novel framework for uncertainty quantification in clustering that combines martingale posterior distributions with density-based clustering. Unlike classical model-based approaches, which define clusters at the latent level…

Machine Learning · Statistics 2026-04-20 Nicola Bariletto , Stephen G. Walker

We provide a general solution to a fundamental open problem in Bayesian inference, namely poor uncertainty quantification, from a frequency standpoint, of Bayesian methods in misspecified models. While existing solutions are based on…

Methodology · Statistics 2023-02-14 David T. Frazier , Robert Kohn , Christopher Drovandi , David Gunawan

In an empirical Bayes analysis, we use data from repeated sampling to imitate inferences made by an oracle Bayesian with extensive knowledge of the data-generating distribution. Existing results provide a comprehensive characterization of…

Methodology · Statistics 2021-09-09 Nikolaos Ignatiadis , Stefan Wager

Accurate estimation of aleatoric and epistemic uncertainty is crucial to build safe and reliable systems. Traditional approaches, such as dropout and ensemble methods, estimate uncertainty by sampling probability predictions from different…

Machine Learning · Computer Science 2020-10-23 Bertrand Charpentier , Daniel Zügner , Stephan Günnemann

We study community recovery in the planted partition model in regimes where the number and sizes of communities may vary arbitrarily with the number of vertices. In such highly unbalanced settings, standard accuracy or overlap-based metrics…

Probability · Mathematics 2026-03-05 Martijn Gösgens , Maximilien Dreveton

Given data from a Poisson point process with intensity $(x,y) \mapsto n \mathbf{1}(f(x)\leq y),$ frequentist properties for the Bayesian reconstruction of the support boundary function $f$ are derived. We mainly study compound Poisson…

Statistics Theory · Mathematics 2018-09-13 Markus Reiss , Johannes Schmidt-Hieber