P. Castillo, 38) and (2.40) Let ?(· | X (n) ) be the induced posterior distribution on M 0 . Then, as n ? ?, Publications All papers are available on my webpage http Penalized profile likelihood methods and second order properties in semiparametric models, Suppose the prior parameters satisfy (3.33), 2006.

I. Castillo, C. Lévy-leduc, and C. Matias, Exact adaptive estimation of the shape of a periodic function with unknown period corrupted by white noise, Mathematical Methods of Statistics, vol.15, pp.146-175, 2006.

I. Castillo, Semi-parametric second-order efficient estimation of the period of a signal, Bernoulli, vol.13, issue.4, pp.910-932, 2007.
DOI : 10.3150/07-BEJ5077

I. Castillo, Lower bounds for posterior rates with Gaussian process priors, Electronic Journal of Statistics, vol.2, issue.0, pp.1281-1299, 2008.
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I. Castillo and J. Loubes, Estimation of the distribution of random shifts deformation, Mathematical Methods of Statistics, vol.18, issue.1, pp.21-42, 2009.
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URL : https://hal.archives-ouvertes.fr/hal-00347826

I. Castillo and E. Cator, Semiparametric shift estimation based on the cumulated periodogram for non-regular functions, Electronic Journal of Statistics, vol.5, issue.0, pp.102-126, 2011.
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URL : https://hal.archives-ouvertes.fr/hal-00644346

I. Castillo, A semiparametric Bernstein-von Mises theorem for Gaussian process priors. Probability Theory and Related Fields 152, pp.53-99, 2012.
URL : https://hal.archives-ouvertes.fr/hal-00660164

I. Castillo, Semiparametric Bernstein?von Mises theorem and bias, illustrated with Gaussian process priors. Sankhya A 74, pp.194-221, 2012.
URL : https://hal.archives-ouvertes.fr/hal-00835216

I. Castillo, A. Van, and . Vaart, Needles and straw in a haystack: posterior concentration for possibly sparse sequences. The Annals of Statistics 40, pp.2069-2101, 2012.

I. Castillo and R. Nickl, Nonparametric Bernstein?von Mises theorems in Gaussian white noise. The Annals of Statistics 41, 1999.

I. Castillo, G. Kerkyacharian, and D. Picard, Thomas Bayes' walk on manifolds. Probability Theory and Related Fields 158, pp.665-710, 2014.
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URL : https://hal.archives-ouvertes.fr/hal-00976006

I. Castillo, On Bayesian Supremum norm contraction rates. The Annals of Statistics, pp.2058-2091, 2014.
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URL : http://arxiv.org/abs/1304.1761

I. Castillo and J. Rousseau, A Bernstein???von Mises theorem for smooth functionals in semiparametric models, The Annals of Statistics, vol.43, issue.6, 2013.
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URL : https://hal.archives-ouvertes.fr/hal-01226838

I. Castillo and R. Nickl, On the Bernstein?von Mises phenomenon for nonparametric Bayes procedures. The Annals of Statistics, 1941.
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I. Castillo, J. Schmidt-hieber, A. Van, and . Vaart, Bayesian linear regression with sparse priors, The Annals of Statistics, vol.43, issue.5, 2014.
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F. Abramovich, Adapting to unknown sparsity by controlling the false discovery rate, The Annals of Statistics, vol.34, issue.2, pp.584-653, 2006.
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P. Alquier, Contributions to statistical learning in sparse models. Habilitation à diriger des recherches, 2013.
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P. Alquier and K. Lounici, PAC-Bayesian bounds for sparse regression estimation with exponential weights, Electronic Journal of Statistics, vol.5, issue.0, pp.127-145, 2011.
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E. Arias-castro and K. Lounici, Estimation and variable selection with exponential weights, Electronic Journal of Statistics, vol.8, issue.1, pp.328-354, 2014.
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