Junming's notes

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Bernstein-von Mises Theorem

Proof of Bernstein-von Mises Theorem

20 min read · 2025

Empirical Bayes Confidence Intervals

Constructing confidence intervals for EB estimates

2 min read · 2025

Poisson f-modeling

Monotonicity of Poisson posterior mean

1 min read · 2025

Misc exercises in HDP chapter 3

Exercises from HDP chapter 3

6 min read · January 17, 2026

2026 · statistics math high-dimensional-probability · notes
Concentration of independent sums

Exercises from HDP

5 min read · December 28, 2025

2025 · statistics math high-dimensional-probability · notes
Thin shell phenomenon

Exercises from HDP

7 min read · December 24, 2025

2025 · statistics math high-dimensional-probability · notes
Bernstein-von Mises Theorem

Proof of Bernstein-von Mises Theorem

20 min read · April 30, 2025

2025 · bayesian-statistics statistics math · notes
Empirical Bayes Confidence Intervals

Constructing confidence intervals for EB estimates

2 min read · April 28, 2025

2025 · empirical-bayes bayesian-statistics statistics math · notes