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Ghosal–Rousseau conjecture on hierarchical Bayes credible sets
The paper compares empirical Bayes tuning of a posterior distribution with a hierarchical Bayes approach. Ghosal–Rousseau conjecture. The hierarchical Bayes procedure should behave…
Conjectureopenbayesian-statistics credible-sets nonparametric-statisticsarXiv posted 2 days ago
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Extension of adaptive credible-set results to scale and heat-kernel priors
Consider the priors … and … where $\{\lambda_i\}_{i\ge1}$ is a sequence of positive nondecreasing real numbers. The question concerns empirical- or full-Bayes estimation of the reg…
Conjectureopenbayesian-nonparametrics credible-sets empirical-bayesarXiv posted 2 days ago

Ghosal–Rousseau conjecture on hierarchical Bayes credible sets