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Bernstein-von Mises theorems for nonparametric Bayes priors in the Gaussian white noise model are proved. It is demonstrated how such results justify Bayes methods as efficient frequentist inference procedures in a variety of concrete…

Statistics Theory · Mathematics 2013-11-01 Ismaël Castillo , Richard Nickl

We consider the Bayesian analysis of models in which the unknown distribution of the outcomes is specified up to a set of conditional moment restrictions. The nonparametric exponentially tilted empirical likelihood function is constructed…

Statistics Theory · Mathematics 2021-10-27 Siddhartha Chib , Minchul Shin , Anna Simoni

We continue the investigation of Bernstein-von Mises theorems for nonparametric Bayes procedures from [Ann. Statist. 41 (2013) 1999-2028]. We introduce multiscale spaces on which nonparametric priors and posteriors are naturally defined,…

Statistics Theory · Mathematics 2014-10-03 Ismaël Castillo , Richard Nickl

We consider the heat equation with absorption in a bounded domain of $\mathbb{R}^d$, where both the scalar diffusivity and the absorption function are unknown. We investigate a Bayesian approach for recovering the diffusivity from a noisy…

Statistics Theory · Mathematics 2026-02-03 Adel Magra , Frank van der Meulen , Aad van der Vaart

Semiparametric mixture models are parametric models with latent variables. They are defined kernel, $p_\theta(x | z)$, where z is the unknown latent variable, and $\theta$ is the parameter of interest. We assume that the latent variables…

Statistics Theory · Mathematics 2024-12-03 Stefan Franssen , Jeanne Nguyen , Aad van der Vaart

A nonlocal-in-time problem for the abstract Schr\"odinger equation is considered. By exploiting the linear nature of nonlocal condition we derive an exact representation of the solution operator under assumptions that the spectrum of…

Mathematical Physics · Physics 2018-08-31 Dmytro Sytnyk , Roderick Melnik

We provide a general theoretical framework to derive Bernstein-von Mises theorems for matrix functionals. The conditions on functionals and priors are explicit and easy to check. Results are obtained for various functionals including…

Statistics Theory · Mathematics 2014-12-02 Chao Gao , Harrison H. Zhou

In this paper, we study the asymptotic posterior distribution of linear functionals of the density. In particular, we give general conditions to obtain a semiparametric version of the Bernstein-Von Mises theorem. We then apply this general…

Statistics Theory · Mathematics 2009-08-31 Vincent Rivoirard , Judith Rousseau

Inspired by so many possible applications of this class of problems, we seek solution for non-cooperative elliptic systems of two Schrodinger equations. General conditions are assumed under the potentials, which produces convenient…

Analysis of PDEs · Mathematics 2018-11-01 Liliane A. Maia , Mayra Soares , Ricardo Ruviaro

We prove a variant of the so-called bilinear embedding theorem for operators in divergence form with complex coefficients and with nonnegative locally integrable potentials, subject to mixed boundary conditions, and acting on arbitrary open…

Analysis of PDEs · Mathematics 2023-02-27 Andrea Carbonaro , Oliver Dragičević

This note considers a finite dimensional statistical model for the Calder\'on problem with piecewise constant conductivities. In this setting it is shown that injectivity of the forward map and its linearisation suffice to prove the…

Statistics Theory · Mathematics 2022-06-17 Jan Bohr

Variational Bayes (VB) provides a computationally efficient alternative to Markov Chain Monte Carlo, especially for high-dimensional and large-scale inference. However, existing theory on VB primarily focuses on fixed-dimensional settings…

Statistics Theory · Mathematics 2025-08-05 Jiawei Yan , Peirong Xu , Tao Wang

This paper brings a contribution to the Bayesian theory of nonparametric and semiparametric estimation. We are interested in the asymptotic normality of the posterior distribution in Gaussian linear regression models when the number of…

Statistics Theory · Mathematics 2012-03-05 Dominique Bontemps

We study the asymptotic behaviour of the posterior distribution in a broad class of statistical models where the "true" solution occurs on the boundary of the parameter space. We show that in this case Bayesian inference is consistent, and…

Statistics Theory · Mathematics 2014-10-02 Natalia A. Bochkina , Peter J. Green

We address the open problem of determining which classes of time-dependent linear Schr\"odinger equations and focusing and defocusing cubic and quintic non-linear Schr\"odinger equations (NLS) on unbounded domains that can be computed by an…

Numerical Analysis · Mathematics 2020-11-02 Simon Becker , Anders Hansen

In the recent Bayesian nonparametric literature, many examples have been reported in which Bayesian estimators and posterior distributions do not achieve the optimal convergence rate, indicating that the Bernstein-von Mises theorem does not…

Statistics Theory · Mathematics 2007-06-13 Yongdai Kim , Jaeyong Lee

The Bernstein-von Mises theorem (BvM) gives conditions under which the posterior distribution of a parameter $\theta\in\Theta\subseteq\mathbb R^d$ based on $n$ independent samples is asymptotically normal. In the high-dimensional regime, a…

Statistics Theory · Mathematics 2024-11-05 Anya Katsevich

We consider the statistical inverse problem of recovering an unknown function $f$ from a linear measurement corrupted by additive Gaussian white noise. We employ a nonparametric Bayesian approach with standard Gaussian priors, for which the…

Statistics Theory · Mathematics 2020-01-20 Matteo Giordano , Hanne Kekkonen

We consider the cubic nonlinear Schr\"odinger equation with an exceptional potential. We obtain a sharp time decay for the global in time solution and we get the large time asymptotic profile of small solutions. We prove the existence of…

Analysis of PDEs · Mathematics 2017-07-11 Ivan Naumkin

We prove bilinear inequalities for differential operators in $\mathbb{R}^2$. Such type inequalities turned out to be useful for anisotropic embedding theorems for overdetermined systems and the limiting order summation exponent. However,…

Classical Analysis and ODEs · Mathematics 2016-04-07 Dmitriy M. Stolyarov