On Consistency of Bayes Procedures

DOI10.1137/S0040585X97979615MaRDI QIDQ4442906zbMATH OpenFDO

Authors Albert Y. Lo, V. V. Sazonov

Publication date 21 January 2004

Published in Theory of Probability and Its Applications (Search for Journal in Brave)

zbMATH Keywords

consistencyposterior distributionsstatistical modelsBayes estimatesinvariant probabilityinvariant Markov kernels

Mathematics Subject Classification ID

Bayesian inference (62F15) Foundations and philosophical topics in statistics (62A01) Bayesian problems; characterization of Bayes procedures (62C10)

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(18)

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• Consistency of Bayes estimators without the assumption that the model is correct
• On sufficient conditions for Bayesian consistency
• Weak and TV consistency in Bayesian uncertainty quantification using disintegration
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• Consistency of Bayesian estimates for the sum of squared normal means with a normal prior
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• Compatibilidad del método de De Groot para llegar a un consenso con la fórmula de Bayes
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• Consistency in least-squares estimation: A Bayesian approach
• Consistency in the location model: The undominated case
• Universal Bayes consistency in metric spaces
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