Harry van Zanten - Research
Preprints
Recently published
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Bayesian inverse problems with Gaussian priors
(with Bartek Knapik and Aad van der Vaart). Annals of Statistics
39(5), 2626-2657, 2011.
- Conditional full support of Gaussian processes with stationary increments
(with Dario Gasbarra and Tommi Sottinen). Journal of Applied Probability 48(2), 561-568, 2011.
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Information Rates of Nonparametric Gaussian Process Methods
(with Aad van der Vaart). Journal of Machine Learning Research 12, 2095-2119, 2011.
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Nonparametric methods for volatility density estimation
(with Bert van Es en Peter Spreij). In: AMaMeF: Advanced Mathematical Methods for Finance, Di Nunno G., Oksendal B. (Eds), Springer, 2011.
- On Brownian motion as a prior for nonparametric regression.
Statistics and Decisions 27, pp. 335-356, 2009.
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Adaptive nonparametric Bayesian inference using location-scale mixture priors
(with Rene de Jonge). Annals of Statistics 38(6), pp. 3300-3320, 2010.
- Comments on "PCA Based Hurst Exponent Estimator for fBm Signals Under Disturbances" by Li, Hu, Chen and Zhang. IEEE Transactions on Signal Processing
58(8), 4466-4467, 2010.
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Small deviations of smooth stationary Gaussian processes (with F. Aurzada, I.A. Ibragimov and M.A. Lifshits). Theory Probab. Appl. 53(4), pp. 697-707, 2009.
- Nonparametric Bayesian inference for ergodic diffusions
(with Laura Panzar). Journal of Statistical Planning and Inference 139,
pp. 4193-4199, 2009.
- Adaptive Bayesian estimation using a Gaussian random field with inverse Gamma bandwidth (with Aad van der Vaart). Annals of Statistics 37(5B), pp. 2655-2675, 2009.
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Rates of contraction of posterior distributions based on Gaussian process priors (with Aad van der Vaart).
Annals of Statistics 36(3), pp. 1435-1463, 2008.
Recent talks
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Understanding the asymptotic behaviour of empirical Bayes procedures.
8th BNP 2011, Veracruz.
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Lectures given at the YES 4 workshop, Eindhoven, November 8--10, 2010:
lecture 1, lecture 2, lecture 3.
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Adaptive nonparametric Bayesian inference using location-scale mixture priors.
Collegio Carlo Alberto Stochastics Workshop, June 12, 2010.
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Bayesian nonparametrics, Gaussian random elements in Banach space, and associated approximation problems. Analysis Colloquium, TU Delft, February 16, 2010.
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Consistent nonparametric inference for discretely observed diffusions.
Applied Mathematics and Statistics seminar, University of Warwick, January 22, 2010.
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Small deviations and Bayesian nonparametrics. Stochastic Processes and their Applications 2009, Berlin.