Nieman, Dennis; Szabo, Botond; van Zanten, Harry Uncertainty quantification for sparse spectral variational approximations in Gaussian process regression. (English) Zbl 07784473 Electron. J. Stat. 17, No. 2, 2250-2288 (2023). MSC: 62G20 62G05 62G08 62G15 PDFBibTeX XMLCite \textit{D. Nieman} et al., Electron. J. Stat. 17, No. 2, 2250--2288 (2023; Zbl 07784473) Full Text: DOI arXiv Link
Ray, Kolyan; Szabó, Botond Variational Bayes for high-dimensional linear regression with sparse priors. (English) Zbl 1506.62341 J. Am. Stat. Assoc. 117, No. 539, 1270-1281 (2022); correction ibid. 116, No. 535, 1560 (2021). MSC: 62J05 62F15 62-08 PDFBibTeX XMLCite \textit{K. Ray} and \textit{B. Szabó}, J. Am. Stat. Assoc. 117, No. 539, 1270--1281 (2022; Zbl 1506.62341) Full Text: DOI arXiv
van Erven, Tim; Szabó, Botond Fast exact Bayesian inference for sparse signals in the normal sequence model. (English) Zbl 07807547 Bayesian Anal. 16, No. 3, 933-960 (2021). MSC: 62-XX 62G05 62F15 PDFBibTeX XMLCite \textit{T. van Erven} and \textit{B. Szabó}, Bayesian Anal. 16, No. 3, 933--960 (2021; Zbl 07807547) Full Text: DOI arXiv Link
Hadji, Amine; Szabó, Botond Can we trust Bayesian uncertainty quantification from Gaussian process priors with squared exponential covariance kernel? (English) Zbl 1470.62044 SIAM/ASA J. Uncertain. Quantif. 9, 185-230 (2021). MSC: 62F15 62F25 60G15 PDFBibTeX XMLCite \textit{A. Hadji} and \textit{B. Szabó}, SIAM/ASA J. Uncertain. Quantif. 9, 185--230 (2021; Zbl 1470.62044) Full Text: DOI arXiv
Rousseau, Judith; Szabo, Botond Asymptotic frequentist coverage properties of Bayesian credible sets for sieve priors. (English) Zbl 1471.62350 Ann. Stat. 48, No. 4, 2155-2179 (2020). Reviewer: Joseph Melamed (Los Angeles) MSC: 62G20 62G05 62G08 62G07 62G15 PDFBibTeX XMLCite \textit{J. Rousseau} and \textit{B. Szabo}, Ann. Stat. 48, No. 4, 2155--2179 (2020; Zbl 1471.62350) Full Text: DOI arXiv Euclid
Castillo, Ismaël; Szabó, Botond Spike and slab empirical Bayes sparse credible sets. (English) Zbl 1441.62077 Bernoulli 26, No. 1, 127-158 (2020). Reviewer: Fraser Daly (Edinburgh) MSC: 62F15 62F12 62F25 PDFBibTeX XMLCite \textit{I. Castillo} and \textit{B. Szabó}, Bernoulli 26, No. 1, 127--158 (2020; Zbl 1441.62077) Full Text: DOI arXiv Euclid
Szabó, Botond; van der Vaart, Aad; van Zanten, Harry Honest Bayesian confidence sets for the \(L^2\)-norm. (English) Zbl 1329.62217 J. Stat. Plann. Inference 166, 36-51 (2015). MSC: 62G15 62G05 62G20 PDFBibTeX XMLCite \textit{B. Szabó} et al., J. Stat. Plann. Inference 166, 36--51 (2015; Zbl 1329.62217) Full Text: DOI arXiv
Szabó, Botond; van der Vaart, A. W.; van Zanten, J. H. Rejoinder to discussions of “Frequentist coverage of adaptive nonparametric Bayesian credible sets”. (English) Zbl 1321.62045 Ann. Stat. 43, No. 4, 1463-1470 (2015). MSC: 62G15 62G05 62G20 PDFBibTeX XMLCite \textit{B. Szabó} et al., Ann. Stat. 43, No. 4, 1463--1470 (2015; Zbl 1321.62045) Full Text: DOI arXiv Euclid
Szabó, Botond; van der Vaart, A. W.; van Zanten, J. H. Frequentist coverage of adaptive nonparametric Bayesian credible sets. (English) Zbl 1317.62040 Ann. Stat. 43, No. 4, 1391-1428 (2015). MSC: 62G15 62G05 62G20 PDFBibTeX XMLCite \textit{B. Szabó} et al., Ann. Stat. 43, No. 4, 1391--1428 (2015; Zbl 1317.62040) Full Text: DOI arXiv Euclid