Asymptotic predictive inference with exchangeable data

DOI10.1214/17-BJPS367MaRDI QIDQ1620933zbMATH OpenWikidataFDO

Authors Patrizia Berti, Luca Pratelli, Pietro Rigo

Publication date 15 November 2018

Published in Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.bjps/1534492903

zbMATH Keywords

Bayesian consistencyconditional identity in distributionempirical measureexchangeabilityfiltrationpredictive measurerandom probability measure

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Functional limit theorems; invariance principles (60F17) Exchangeability for stochastic processes (60G09) Bayesian inference (62F15) Asymptotic properties of nonparametric inference (62G20)

Recommendations

• Asymptotics of predictive distributions
• Rate of convergence of predictive distributions for dependent data
• Exchangeable sequences driven by an absolutely continuous random measure
• A uniform limit theorem for predictive distributions
• Asymptotic behaviour of the predictive density in the exchangeable case

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Cited in

(9)

• Rates of convergence for empirical processes of stationary mixing sequences
• A uniform limit theorem for predictive distributions
• Asymptotic behaviour of the predictive density in the exchangeable case
• Uniform rates of the Glivenko-Cantelli convergence and their use in approximating Bayesian inferences
• Exchangeability, predictive distributions and parametric models
• Exchangeable sequences driven by an absolutely continuous random measure
• Asymptotics of predictive distributions
• On the characterization of exchangeable sequences through reverse-martingale empirical distributions
• Asymptotics of certain conditionally identically distributed sequences

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