| Bayesian linear regression with sparse priors I Castillo, J Schmidt-Hieber, A Van der Vaart | 412 | 2015 |
| Needles and straw in a haystack: Posterior concentration for possibly sparse sequences I Castillo, A Van Der Vaart | 277 | 2012 |
| Nonparametric Bernstein-von Mises Theorems in Gaussian White Noise I Castillo, R Nickl The Annals of Statistics, 1999-2028, 2013 | 147 | 2013 |
| On the Bernstein–von Mises phenomenon for nonparametric Bayes procedures I Castillo, R Nickl | 139 | 2014 |
| A Bernstein–von Mises theorem for smooth functionals in semiparametric models I Castillo, J Rousseau The Annals of Statistics 43 (6), 2353-2383, 2015 | 123 | 2015 |
| A semiparametric Bernstein–von Mises theorem for Gaussian process priors I Castillo Probability Theory and Related Fields 152, 53-99, 2012 | 116 | 2012 |
| Lower bounds for posterior rates with Gaussian process priors I Castillo | 95 | 2008 |
| On Bayesian supremum norm contraction rates I Castillo | 71 | 2014 |
| Thomas Bayes’ walk on manifolds I Castillo, G Kerkyacharian, D Picard Probability Theory and Related Fields 158 (3-4), 665-710, 2014 | 47 | 2014 |
| On spike and slab empirical Bayes multiple testing I Castillo, É Roquain | 32 | 2020 |
| Empirical Bayes analysis of spike and slab posterior distributions I Castillo, R Mismer | 31 | 2018 |
| Pólya tree posterior distributions on densities I Castillo | 31 | 2017 |
| Spike and slab empirical Bayes sparse credible sets I Castillo, B Szabó | 27 | 2020 |
| Semiparametric Bernstein–von Mises theorem and bias, illustrated with Gaussian process priors I Castillo Sankhya A 74, 194-221, 2012 | 26 | 2012 |
| Estimation of the distribution of random shifts deformation I Castillo, JM Loubes Mathematical Methods of Statistics 18, 21-42, 2009 | 26 | 2009 |
| Uncertainty quantification for Bayesian CART I Castillo, V Ročková The Annals of Statistics 49 (6), 3482-3509, 2021 | 22* | 2021 |
| Bayesian inference in high-dimensional models S Banerjee, I Castillo, S Ghosal arXiv preprint arXiv:2101.04491, 2021 | 17 | 2021 |
| Semi-parametric second-order efficient estimation of the period of a signal I Castillo | 16 | 2007 |
| Exact adaptive estimation of the shape of a periodic function with unknown period corrupted by white noise I Castillo, C Lévy-Leduc, C Matias Mathematical methods of statistics 15 (2), 146-175, 2006 | 15 | 2006 |
| Multiple testing in nonparametric hidden Markov models: An empirical Bayes approach K Abraham, I Castillo, E Gassiat The Journal of Machine Learning Research 23 (1), 4061-4117, 2022 | 9 | 2022 |
