Rates of posterior convergence for iid observations

DOI10.1080/03610920903177389MaRDI QIDQ3064079zbMATH OpenOpenAlexFDO

Authors Yang Xing

Publication date 20 December 2010

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920903177389

zbMATH Keywords

rate of convergenceposterior distributionsieveinfinite-dimensional modelHellinger consistencyHausdorff \(\alpha \)-entropy

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Bayesian inference (62F15) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Recommendations

• Convergence rates of nonparametric posterior distributions
• Rates of convergence of posterior distributions.
• Convergence rates of posterior distributions.
• Convergence rates for density estimation with Bernstein polynomials.
• On rates of convergence for posterior distributions in infinite-dimensional models

Cites work

• Consistency of Bernstein Polynomial Posteriors
• Convergence rates of posterior distributions.
• New approaches to Bayesian consistency
• On Bayes procedures
• On rates of convergence for posterior distributions in infinite-dimensional models
• On the Asymptotic Behavior of Bayes' Estimates in the Discrete Case
• On the consistency of Bayes estimates
• Posterior convergence rates of Dirichlet mixtures at smooth densities
• Probability inequalities for likelihood ratios and convergence rates of sieve MLEs
• Random Bernstein Polynomials
• Rates of convergence of posterior distributions.
• Sufficient conditions for Bayesian consistency

Cited in

(3)

• Convergence rates of nonparametric posterior distributions
• A posterior convergence rate theorem for general Markov chains
• A universal prior distribution for Bayesian consistency of non parametric procedures

This page was built for publication: Rates of posterior convergence for iid observations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3064079)