Convergence rates of nonparametric posterior distributions

DOI10.1016/J.JSPI.2010.10.009zbMATH Open1221.62072OpenAlexW1981412809MaRDI QIDQ2276170FDOQ2276170

Authors Yang Xing 

Publication date 1 August 2011

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

Full work available at URL https://arxiv.org/abs/0804.2733

zbMATH Keywords

sieveinfinite-dimensional modelHellinger consistency

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20)

Abstract: We study the asymptotic behavior of posterior distributions. We present general posterior convergence rate theorems, which extend several results on posterior convergence rates provided by Ghosal and Van der Vaart (2000), Shen and Wasserman (2001) and Walker, Lijor and Prunster (2007). Our main tools are the Hausdorff $alpha$-entropy introduced by Xing and Ranneby (2008) and a new notion of prior concentration, which is a slight improvement of the usual prior concentration provided by Ghosal and Van der Vaart (2000). We apply our results to several statistical models.

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Cites work

• scientific article; zbMATH DE number 3147888 (Why is no real title available?)
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Cited in

(21)

• On adaptive Bayesian inference
• Convergence rates of posterior distributions.
• Weak convergence and the exponential rate of concentration for posterior density functions
• A posterior convergence rate theorem for general Markov chains
• Rates of convergence of the posterior distributions and the Bayes estimations in the Ornstein-Uhlenbeck process
• Rates of convergence of posterior distributions.
• On convergence of posterior distributions
• Convergence rates of posterior distributions for Brownian semimartingale models
• The consistency of posterior distributions in nonparametric problems
• Convergence rates for posterior distributions and adaptive estimation
• On rates of convergence for posterior distributions in infinite-dimensional models
• On adaptive posterior concentration rates
• Thomas Bayes' walk on manifolds
• Posterior distribution of nondifferentiable functions
• Some simple formulas for posterior convergence rates
• Bayesian nonparametrics for directional statistics
• Rates of posterior convergence for iid observations
• ON CONVERGENCE RATES FOR NONPARAMETRIC POSTERIOR DISTRIBUTIONS
• A tribute
• A universal prior distribution for Bayesian consistency of non parametric procedures
• Convergence rates of posterior distributions for non iid observations

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