Dynamics of Bayesian updating with dependent data and misspecified models

DOI10.1214/09-EJS485zbMath1326.62017arXiv0901.1342MaRDI QIDQ1952015

Cosma Rohilla Shalizi

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/0901.1342

zbMATH Keywords

replicator dynamicslarge deviationsBayesian nonparametricsposterior convergenceBayesian consistencysofic systemsEgorov's theoremasymptotic equipartition

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: estimation (62M09) Bayesian problems; characterization of Bayes procedures (62C10) Problems related to evolution (92D15) Markov processes: estimation; hidden Markov models (62M05) Large deviations (60F10) Measures of information, entropy (94A17)

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