Convergence rates of nonparametric posterior distributions

DOI10.1016/J.JSPI.2010.10.009zbMATH Open1221.62072arXiv0804.2733OpenAlexW1981412809MaRDI QIDQ2276170FDOQ2276170

Authors: Yang Xing 

Publication date: 1 August 2011

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

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.

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

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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)

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• Convergence rates of posterior distributions.
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• Bayesian nonparametrics for directional statistics
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• ON CONVERGENCE RATES FOR NONPARAMETRIC POSTERIOR DISTRIBUTIONS
• The consistency of posterior distributions in nonparametric problems
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• A tribute
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• On adaptive Bayesian inference
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• On convergence of posterior distributions
• A posterior convergence rate theorem for general Markov chains
• Convergence rates of posterior distributions for non iid observations
• Rates of convergence of the posterior distributions and the Bayes estimations in the Ornstein-Uhlenbeck process

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