Sufficient conditions for Bayesian consistency

DOI10.1016/J.JSPI.2008.11.008zbMATH Open1161.62016arXiv0812.1084OpenAlexW2068982796MaRDI QIDQ1015897FDOQ1015897

Authors: Yang Xing, B. Ranneby 

Publication date: 30 April 2009

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Abstract: The last decade has seen a remarkable development in the theory of asymptotics of Bayesian nonparametric procedures. Exponential consistency has played an important role in this area. It is known that the condition of $f_0$ being in the Kullback-Leibler support of the prior cannot ensure exponential consistency of posteriors. Many authors have obtained additional sufficient conditions for exponential consistency of posteriors, see, for instance, Schwartz (1965), Barron, Schervish and Wasserman (1999), Ghosal, Ghosh and Ramamoorthi (1999), Walker (2004), Xing and Ranneby (2008). However, given the Kullback-Leibler support condition, less is known about both necessary and sufficient conditions. In this paper we give one type of both necessary and sufficient conditions. As a consequence we derive a simple sufficient condition on Bayesian exponential consistency, which is weaker than the previous sufficient conditions.

Full work available at URL: https://arxiv.org/abs/0812.1084

Recommendations

• On sufficient conditions for Bayesian consistency
• On Bayesian consistency
• On Consistency of Bayes Procedures
• On the consistency of Bayes estimates
• Sufficiency in bayesian models
• A novel approach to Bayesian consistency
• Remarks on Bayes sufficiency

zbMATH Keywords

posterior distributionsieveinfinite-dimensional modelHellinger consistency

Mathematics Subject Classification ID

Bayesian inference (62F15) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Cites Work

• The Logistic Normal Distribution for Bayesian, Nonparametric, Predictive Densities
• Title not available (Why is that?)
• A Bayesian analysis of some nonparametric problems
• Towards a practicable Bayesian nonparametric density estimator
• On the consistency of Bayes estimates
• On the Asymptotic Behavior of Bayes' Estimates in the Discrete Case
• On Consistency of Nonparametric Normal Mixtures for Bayesian Density Estimation
• On a class of Bayesian nonparametric estimates: I. Density estimates
• Posterior consistency of Dirichlet mixtures in density estimation
• Bayesian nonparametrics
• Consistency of Bernstein Polynomial Posteriors
• New approaches to Bayesian consistency
• The consistency of posterior distributions in nonparametric problems
• Data tracking and the understanding of Bayesian consistency
• On Bayes procedures
• Pushing the Limits of Contemporary Statistics: Contributions in Honor of Jayanta K. Ghosh
• Title not available (Why is that?)
• On sufficient conditions for Bayesian consistency
• Title not available (Why is that?)

Cited In (15)

• A novel approach to Bayesian consistency
• Convergence rates of nonparametric posterior distributions
• On sufficient conditions for Bayesian consistency
• Bayesian nonparametrics for directional statistics
• Title not available (Why is that?)
• Consistency of posterior mixtures in the Gaussian family on a Hilbert space and its applications
• New approaches to Bayesian consistency
• Dynamics of Bayesian updating with dependent data and misspecified models
• A universal prior distribution for Bayesian consistency of non parametric procedures
• Dynamically consistent beliefs must be Bayesian
• On Bayesian learning from Bernoulli observations
• On Bayesian consistency
• On adaptive Bayesian inference
• Rates of posterior convergence for iid observations
• A posterior convergence rate theorem for general Markov chains

This page was built for publication: Sufficient conditions for Bayesian consistency

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1015897)