A note on convergence rates for posterior distributions via large deviations techniques

DOI10.1007/S00362-008-0180-XMaRDI QIDQ451400zbMATH OpenOpenAlexFDO

Authors Andrea Martinelli, Matteo Ruggiero, Stephen G. Walker

Publication date 23 September 2012

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00362-008-0180-x

zbMATH Keywords

convergence rateslarge deviationsmoderate deviationsposterior distribution

Mathematics Subject Classification ID

Large deviations (60F10) Bayesian problems; characterization of Bayes procedures (62C10) Asymptotic properties of nonparametric inference (62G20)

Cites work

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Cited in

(2)

• Large deviations for posterior distributions on the parameter of a multivariate \(\mathrm{AR}(p)\) process
• Rates of contraction for posterior distributions in \(L^{r}\)-metrics, \(1 \leq r \leq \infty\)

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