| Bayesian linear regression with sparse priors I Castillo, J Schmidt-Hieber, A Van der Vaart The Annals of Statistics, 1986-2018, 2015 | 479 | 2015 |
| Needles and straw in a haystack: Posterior concentration for possibly sparse sequences I Castillo, A Van Der Vaart | 308 | 2012 |
| Nonparametric Bernstein-von Mises Theorems in Gaussian White Noise I Castillo, R Nickl The Annals of Statistics, 1999-2028, 2013 | 162 | 2013 |
| On the Bernstein–von Mises phenomenon for nonparametric Bayes procedures I Castillo, R Nickl | 149 | 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 | 142 | 2015 |
| A semiparametric Bernstein–von Mises theorem for Gaussian process priors I Castillo Probability Theory and Related Fields 152, 53-99, 2012 | 130 | 2012 |
| Lower bounds for posterior rates with Gaussian process priors I Castillo | 106 | 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), 665-710, 2014 | 55 | 2014 |
| Empirical Bayes analysis of spike and slab posterior distributions I Castillo, R Mismer | 42 | 2018 |
| On spike and slab empirical Bayes multiple testing I Castillo, É Roquain | 37 | 2020 |
| Pólya tree posterior distributions on densities I Castillo | 35 | 2017 |
| Uncertainty quantification for Bayesian CART I Castillo, V Ročková The Annals of Statistics 49 (6), 3482-3509, 2021 | 34* | 2021 |
| Semiparametric Bernstein–von Mises theorem and bias, illustrated with Gaussian process priors I Castillo Sankhya A 74, 194-221, 2012 | 34 | 2012 |
| Spike and slab empirical Bayes sparse credible sets I Castillo, B Szabó | 30 | 2020 |
| Estimation of the distribution of random shifts deformation I Castillo, JM Loubes Mathematical Methods of Statistics 18, 21-42, 2009 | 26 | 2009 |
| Bayesian inference in high-dimensional models S Banerjee, I Castillo, S Ghosal arXiv preprint arXiv:2101.04491, 2021 | 24 | 2021 |
| Multiple testing in nonparametric hidden Markov models: An empirical Bayes approach K Abraham, I Castillo, E Gassiat Journal of Machine Learning Research 23 (94), 1-57, 2022 | 17 | 2022 |
| 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 |
