A universal prior distribution for Bayesian consistency of non parametric procedures

DOI10.1080/03610926.2012.750361MaRDI QIDQ5259106zbMATH OpenOpenAlexFDO

Authors Yang Xing

Publication date 24 June 2015

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

Full work available at URL https://doi.org/10.1080/03610926.2012.750361

zbMATH Keywords

density functionposterior consistencyinfinite-dimensional modelHausdorff entropy

Mathematics Subject Classification ID

Bayesian inference (62F15) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• Convergence rates for Bayesian density estimation of infinite-dimensional exponential families
• Convergence rates of nonparametric posterior distributions
• Information-theoretic determination of minimax rates of convergence
• New approaches to Bayesian consistency
• On Bayes procedures
• On adaptive Bayesian inference
• On strong Hellinger consistency of posterior distributions
• On the Asymptotic Behavior of Bayes' Estimates in the Discrete Case
• On the consistency of Bayes estimates
• Posterior consistency of Dirichlet mixtures in density estimation
• Rates of posterior convergence for iid observations
• Sufficient conditions for Bayesian consistency

Cited in

(6)

• On generalized computable universal priors and their convergence
• Generalized Bayes' theorem for non-precise a-priori distribution.
• The consistency of posterior distributions in nonparametric problems
• Locally uniform prior distributions
• (Non-)Equivalence of Universal Priors
• Universal Bayes consistency in metric spaces

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