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High-dimensional Bernstein-von Mises theorem for the Diaconis-Ylvisaker prior.
Xin Jin
Anirban Bhattacharya
Riddhi Pratim Ghosh
Published in:
J. Multivar. Anal. (2024)
Keyphrases
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high dimensional
von mises
low dimensional
prior knowledge
probability density function
gaussian distribution
high dimensional data
dimensionality reduction
similarity search
bayesian networks
feature space
data points
parameter space
multiscale
prior information
heavy tailed