62 problems
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Sharpness conjecture for the Bayes irregular histogram convergence rate
Let be an -Hölder continuous density, with , and consider the Bayes histogram estimator and its convergence rate from Theorem. Sharpness conjecture. The rate…
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The prior-averaging obstruction to inconsistency in oscillatory density models
Let denote the true uniform density in the cosine-based model, and consider oscillatory densities in the model's tail that weakly target . A prior is called reasonable i…
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Posterior contraction conjecture for the truncated Horseshoe prior with scaling
Consider the sequence model and Sobolev truth from Theorem 1, with the truncated Horseshoe prior and scaling . The posterior is denoted by…
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The variance-offset conjecture for online variational Bayes
Variance-offset conjecture. Variance inflation induced by sequential updates offsets the usual variance underestimation associated with KL-based variational approximations.
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Asymptotic quasi-Bayesian learning conjecture for high-dimensional feature models
Asymptotic quasi-Bayesian learning conjecture. Results analogous to these posterior-concentration and coverage conditions can be established in the quasi-Bayesian context of the ar…
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Fractional-posterior conjecture for automatically valid uncertainty quantification
Fractional-posterior uncertainty-quantification conjecture. Choosing might automatically accommodate the inflation needed for posterior credible regions to be asymptotica…
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Vanishing prior mass for over-dimensional subspaces in hierarchical Gaussian process estimation
Let be the central subspace and let the hierarchical prior assign mass to subspaces of varying dimension, including dimensions greater than the intrinsic dimension…
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Exact recovery of the central subspace under hierarchical Gaussian process priors
Let and be fixed, and let denote the central subspace. Consider the hierarchical Bayes procedure described in the paper, whose poste…
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Berger et al.'s Jeffreys prior conjecture for the triangular distribution
Let the parameter of the triangular distribution have parameter space , and let the Jeffreys prior be the prior proportional to the positive square root of the dete…
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Brown's improvement conjecture for the block-wise Stein prior
Let , with the mean vector split into disjoint blocks of sizes , where . Define…
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Conjecture that expected posterior concentration implies condition (v)
Expected posterior concentration conjecture. Under reasonable regularity assumptions, this expected posterior concentration condition implies condition (v). The specific content of…
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Smoothness of the conditional prior for the missingness probability
The Bayesian hierarchy involves the missingness probability , the observed sample means , the number of observations , a random distribution…
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Extension of the asymptotic analysis beyond exponential families
The preceding discussion concerns a single-parameter family of densities and its multivariate exponential-family generalization. In settings where posterior asymptotics such as the…
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Time monotonicity conjecture for Bayesian sequential composite hypothesis testing
Let be the value function defined in, where denotes the time index, is the relevant state variable, is a prior distribution, and is the parameter a…
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Oracle-risk conjecture for global-local shrinkage priors under 0-1 loss
Let global-local shrinkage priors be priors with a global shrinkage parameter and local shrinkage parameters, and consider their use for precision matrix estimation under los…
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Generalization of posterior consistency to bases with uniform approximation
Uniform-approximation generalization conjecture. The posterior consistency result can be generalized as long as the basis functions have the uniform approximation property.
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The one-phase-transition conjecture for Bayesian changepoint detection
Let be a piecewise constant sequence, with denoting the model complexity or number of segments, and let the concentration rate describe the rate at which a Bayesian po…
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Consistency conjecture for c-SBM on diagonally dominant networks
Consider networks generated from a diagonally dominant stochastic block model. The c-SBM is the conjugate stochastic block model discussed in the source, while consistent estimatio…
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Posterior consistency at the true parameter under Gibbs sampling
Let be the true parameter, let be sampled according to , and let denote the posterior probability measure on…
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Conjecture on the DP mixture posterior rate for slowly growing mixtures
DP mixture rate conjecture. Unlike the Bayesian procedure proposed in the paper, the posterior of the DP mixture model cannot obtain an improved convergence rate for estimating the…
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Posterior divergence conjecture for Dirichlet process mixture models
Posterior divergence conjecture. Posterior divergence also holds for DPMMs.
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Non-Bayesianity conjecture for the gamma shape fiducial
Consider independent observations from the gamma distribution with shape parameter and scale , and let be sufficient. Define the fiducial…
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The Gaussian-prior conjecture on posterior contraction rates
Gaussian-prior conjecture. The use of a Gaussian prior will lead to a degradation of the convergence rate unless the norm of the true coefficients is appropriately bounde…
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Horseshoe prior conjecture for nonactive-coordinate contraction
Horseshoe nonactive-contraction conjecture. Because this horseshoe choice satisfies the lower-bound condition on but not the upper-bound condition, the horseshoe prior shoul…
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Nearly orthogonal design conjecture for polynomial shrinkage priors
Consider a general regression model with design matrix , using a polynomially decaying shrinkage prior with polynomial-order parameter . Nearly orthogonal design conject…