Moderate Deviations for Bayes Posteriors

DOI10.1111/1467-9469.00278MaRDI QIDQ4416169zbMATH OpenOpenAlexFDO

Authors Peter Eichelsbacher, Ayalvadi J. Ganesh

Publication date 7 August 2003

Published in Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-9469.00278

zbMATH Keywords

Bayesian asymptoticsDirichlet processlarge deviationsPólya trees

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Asymptotic distribution theory in statistics (62E20) Point estimation (62F10) Bayesian inference (62F15)

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• A large-deviation principle for Dirichlet posteriors
• Convergence rates of posterior distributions.
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Cites work

• An inverse of Sanov's theorem
• Convergence rates of posterior distributions.
• Exponential approximations in completely regular topological spaces and extensions of Sanov's theorem
• Gibbs measures and phase transitions
• scientific article; zbMATH DE number 1153603 (Why is no real title available?)
• scientific article; zbMATH DE number 1158743 (Why is no real title available?)

Cited in

(9)

• Large deviations for mixtures
• Dynamics of Bayesian updating with dependent data and misspecified models
• Large deviations for posterior distributions on the parameter of a multivariate \(\mathrm{AR}(p)\) process
• Extension of some large deviation results for posterior distributions
• A note on convergence rates for posterior distributions via large deviations techniques
• The prior distribution of a random measure
• Limit theorems associated with the Pitman-Yor process
• scientific article; zbMATH DE number 2200902 (Why is no real title available?)
• A large-deviation principle for Dirichlet posteriors

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