Harry van Zanten - Google Scholar Citations

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Co-authors

A.W. van der VaartLeiden UniversityVerified email at math.leidenuniv.nl
Botond SzabóLeiden UniversityVerified email at math.leidenuniv.nl
Bartek KnapikSamsung R&D Institute PolandVerified email at samsung.com
Frank Van Der MeulenDelft University of TechnologyVerified email at tudelft.nl
Peter SpreijUniversiteit van Amsterdam, Korteweg-de Vries Institute for MathematicsVerified email at uva.nl
Bert Van EsAssociate professor university of AmsterdamVerified email at uva.nl
Moritz SchauerChalmers University of Technology | University of GothenburgVerified email at chalmers.se
Geurt JongbloedProfessor of Statistics, TU DelftVerified email at tudelft.nl
Alisa KirichenkoUniversity of OxfordVerified email at stats.ox.ac.uk
Jan van WaaijPostDoc, Department of Mathematical Sciences, University of CopenhagenVerified email at unipd.it
Ildar IbragimovSt. Petersburg Department of V.A. Steklov Institute of Mathematics of the Russian Academy of SciencesVerified email at pdmi.ras.ru
Mikhail LifshitsProfessor at St.Petersburg State UniversityVerified email at lifshits.org
Paulo SerraEindhoven University of TechnologyVerified email at tue.nl
Andrew M StuartComputing + Mathematical Sciences, CaltechVerified email at caltech.edu
Tommi SottinenProfessor of Business Mathematics, University of VaasaVerified email at uva.fi
Marjan SjerpsNetherlands Forensic InstituteVerified email at nfi.minvenj.nl
Dario GasbarraVerified email at helsinki.fi
Ivo AlberinkStatisticus, NFIVerified email at xs4all.nl
Frank AurzadaProfessor of mathematics, Technische Universität DarmstadtVerified email at mathematik.tu-darmstadt.de
Subhashis GhosalNorth Carolina State UniversityVerified email at stat.ncsu.edu

Harry van Zanten

Professor of Statistics, Vrije Universiteit Amsterdam

Verified email at vu.nl - Homepage


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
Rates of contraction of posterior distributions based on Gaussian process priors AW van der Vaart, JH van Zanten The Annals of Statistics 36 (3), 1435-1463, 2008	313	2008
Adaptive Bayesian estimation using a Gaussian random field with inverse gamma bandwidth AW van der Vaart, JH van Zanten The Annals of Statistics 37 (5B), 2655-2675, 2009	199	2009
Reproducing kernel Hilbert spaces of Gaussian priors AW van der Vaart, JH van Zanten Pushing the limits of contemporary statistics: contributions in honor of …, 2008	166	2008
A series expansion of fractional Brownian motion K Dzhaparidze, H Zanten Probability theory and related fields 130 (1), 39-55, 2004	153	2004
Bayesian inverse problems with Gaussian priors BT Knapik, AW van der Vaart, JH van Zanten The Annals of Statistics, 2011, 2011	147	2011
Information rates of nonparametric Gaussian process methods AW van der Vaart, JH van Zanten The Journal of Machine Learning Research 12, 2095-2119, 2011	114	2011
Frequentist coverage of adaptive nonparametric Bayesian credible sets B Szabo, A van der Vaart, H van Zanten The Annals of Statistics 43 (4), 1391-1428, 2015	110	2015
Bayesian inference with rescaled Gaussian process priors A Van Der Vaart, H Van Zanten Electronic Journal of Statistics 1, 433-448, 2007	72	2007
On Bernstein-type inequalities for martingales K Dzhaparidze, JH Van Zanten Stochastic processes and their applications 93 (1), 109-117, 2001	70	2001
Bayes procedures for adaptive inference in inverse problems for the white noise model BT Knapik, BT Szabó, AW van der Vaart, JH van Zanten Probability Theory and Related Fields 164 (3), 771-813, 2016	53*	2016
A regional peaks-over-threshold model in a nonstationary climate M Roth, TA Buishand, G Jongbloed, AMGK Tank, JH van Zanten Water Resources Research 48 (11), W11533, 2012	52	2012
Empirical Bayes scaling of Gaussian priors in the white noise model BT Szabó, AW van der Vaart, JH van Zanten Electronic Journal of Statistics 7, 991-1018, 2013	51	2013
Adaptive nonparametric Bayesian inference using location-scale mixture priors R De Jonge, JH van Zanten The Annals of Statistics 38 (6), 3300-3320, 2010	50	2010
Krein’s spectral theory and the Paley–Wiener expansion for fractional Brownian motion K Dzhaparidze, H Van Zanten The Annals of Probability 33 (2), 620-644, 2005	48	2005
Optimality of an explicit series expansion of the fractional Brownian sheet K Dzhaparidze, H Zanten Statistics & probability letters 71 (4), 295-301, 2005	45	2005
Bayesian recovery of the initial condition for the heat equation BT Knapik, AW Van Der Vaart, JH van Zanten Communications in Statistics-Theory and Methods 42 (7), 1294-1313, 2013	43	2013
Donsker theorems for diffusions: necessary and sufficient conditions A Van Der Vaart, H Van Zanten The Annals of Probability 33 (4), 1422-1451, 2005	43	2005
Posterior Consistency via Precision Operators for Bayesian Nonparametric Drift Estimation in SDEs Y Pokern, AM Stuart, JH van Zanten Stochastic processes and their applications 123 (2), 603-628, 2013	42	2013
A multivariate central limit theorem for continuous local martingales H van Zanten Statistics & probability letters 50 (3), 229-235, 2000	40	2000
Reversible jump MCMC for nonparametric drift estimation for diffusion processes F Van Der Meulen, M Schauer, H Van Zanten Computational Statistics & Data Analysis 71, 615-632, 2014	39	2014

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