Discussion of "Frequentist coverage of adaptive nonparametric Bayesian credible sets"

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 achieve correct frequentist coverage

Highlights limitations and potential pitfalls of adaptive Bayesian methods

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].