{"paper":{"title":"On coverage and local radial rates of DDM-credible sets","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["stat.TH"],"primary_cat":"math.ST","authors_text":"Eduard Belitser","submitted_at":"2014-07-20T01:29:35Z","abstract_excerpt":"For a general statistical model, we introduce the notion of data dependent measure (DDM) on the model parameter. Typical examples of DDM are the posterior distributions. Like for posteriors, the quality of a DDM is characterized by the contraction rate which we allow to be local, i.e., depending on the parameter. We construct confidence sets as DDM-credible sets and address the issue of optimality of such sets, via a trade-off between its \"size\" (the local radial rate) and its coverage probability. In the mildly ill-posed inverse signal-in-white-noise model, we construct a DDM as empirical Bay"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1407.5232","kind":"arxiv","version":5},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}