Discussion of "Frequentist coverage of adaptive nonparametric Bayesian credible sets"
Isma\"el Castillo
TL;DR
This paper discusses the frequentist coverage properties of adaptive nonparametric Bayesian credible sets, analyzing their reliability and limitations in statistical inference.
Contribution
It provides a critical discussion on the coverage properties of adaptive Bayesian credible sets in nonparametric settings, highlighting theoretical insights.
Findings
Identifies conditions under which credible sets have correct frequentist coverage
Highlights limitations of adaptive Bayesian methods in certain scenarios
Provides theoretical analysis of coverage properties
Abstract
Discussion of "Frequentist coverage of adaptive nonparametric Bayesian credible sets" by Szab\'o, van der Vaart and van Zanten [arXiv:1310.4489v5].
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Taxonomy
TopicsFault Detection and Control Systems · Statistical Methods and Inference · Advanced Statistical Methods and Models