A Bernstein-von Mises theorem for discrete probability distributions

DOI10.1214/08-EJS262zbMath1326.62036arXiv0807.2096OpenAlexW2007184061WikidataQ58374461 ScholiaQ58374461MaRDI QIDQ1951969

Stéphane Boucheron, Elisabeth Gassiat

Publication date: 27 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0807.2096

zbMATH Keywords

discrete modelsBernstein-von Mises theoremconcentration inequalitiesentropy estimationnonparametric Bayesian statistics

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Statistical aspects of information-theoretic topics (62B10)

Related Items

Finite sample Bernstein-von Mises theorem for semiparametric problems, Bernstein-von Mises theorems for functionals of the covariance matrix, Semiparametric Bernstein-von Mises theorem and bias, illustrated with Gaussian process priors, Nonparametric Bernstein-von Mises theorems in Gaussian white noise, A Bernstein-von Mises theorem for smooth functionals in semiparametric models, On accuracy of Gaussian approximation in Bayesian semiparametric problems, High-dimensional Bernstein-von Mises theorem for the Diaconis-Ylvisaker prior, Reference priors for exponential families with increasing dimension, Quasi-Bayesian analysis of nonparametric instrumental variables models, The semiparametric Bernstein-von Mises theorem, Bernstein-von Mises theorems for Gaussian regression with increasing number of regressors, Critical dimension in the semiparametric Bernstein-von Mises theorem, Efficient semiparametric estimation and model selection for multidimensional mixtures, Bernstein-von Mises theorem for linear functionals of the density, On frequentist coverage errors of Bayesian credible sets in moderately high dimensions, Posterior analysis of \(n\) in the binomial \((n,p)\) problem with both parameters unknown -- with applications to quantitative nanoscopy, Frequentist Consistency of Variational Bayes

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A Bayesian bootstrap for a finite population
• Concentration inequalities and model selection. Ecole d'Eté de Probabilités de Saint-Flour XXXIII -- 2003.
• Posterior convergence rates of Dirichlet mixtures at smooth densities
• Convergence rates of posterior distributions for non iid observations
• Asymptotic behavior of likelihood methods for exponential families when the number of parameters tends to infinity
• On a second-order asymptotic property of the Bayesian bootstrap mean
• Nonparametric regression with errors in variables
• Jeffreys' prior is asymptotically least favorable under entropy risk
• Asymptotics in statistics. Some basic concepts.
• Asymptotic normality of posterior distributions for exponential families when the number of parameters tends to infinity.
• A large sample study of the Bayesian bootstrap
• Elliptic curves with complex multiplication and the conjecture of Birch and Swinnerton-Dyer
• Convergence rates of posterior distributions.
• Generalized likelihood ratio statistics and Wilks phenomenon
• Entropies and rates of convergence for maximum likelihood and Bayes estimation for mixtures of normal densities.
• The statistical work of Lucien Le Cam.
• Weak convergence and empirical processes. With applications to statistics
• Local linear regression smoothers and their minimax efficiencies
• Convergence properties of functional estimates for discrete distributions
• Information-theoretic asymptotics of Bayes methods
• Estimating Entropy on<tex>$m$</tex>Bins Given Fewer Than<tex>$m$</tex>Samples
• A unified approach to weak universal source coding
• Asymptotic Statistics
• Balls and bins: A study in negative dependence
• Coding on Countably Infinite Alphabets
• On the Asymptotic Behavior of Bayes' Estimates in the Discrete Case
• On Bayes procedures
• Introduction to nonparametric estimation