Moderate Deviations for Bayes Posteriors

DOI10.1111/1467-9469.00278zbMath1017.62006OpenAlexW2102259472MaRDI QIDQ4416169

Ayalvadi J. Ganesh, Peter Eichelsbacher

Publication date: 7 August 2003

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

Full work available at URL: https://doi.org/10.1111/1467-9469.00278

zbMATH Keywords

large deviationsDirichlet processBayesian asymptoticsPólya trees

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Point estimation (62F10) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10)

Related Items

Large deviations for posterior distributions on the parameter of a multivariate \(\mathrm{AR}(p)\) process, Extension of some large deviation results for posterior distributions, Dynamics of Bayesian updating with dependent data and misspecified models, A note on convergence rates for posterior distributions via large deviations techniques, Limit theorems associated with the Pitman–Yor process

Cites Work

• Gibbs measures and phase transitions
• An inverse of Sanov's theorem
• Exponential approximations in completely regular topological spaces and extensions of Sanov's theorem
• Convergence rates of posterior distributions.
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