Quantitative comparisons between finitary posterior distributions and Bayesian posterior distributions

DOI10.1016/J.JSPI.2010.08.004MaRDI QIDQ607196zbMATH OpenOpenAlexFDO

Authors Federico Bassetti

Publication date 19 November 2010

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0807.1201

zbMATH Keywords

empirical distributionde Finetti's theoremfinite exchangeabilitypredictive inferenceDudley metricfinitary Bayesian inferenceGini-Kantorovich-Wasserstein distancequantitative comparison of posterior distributions

Mathematics Subject Classification ID

Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Exchangeability for stochastic processes (60G09)

Abstract: The main object of Bayesian statistical inference is the determination of posterior distributions. Sometimes these laws are given for quantities devoid of empirical value. This serious drawback vanishes when one confines oneself to considering a finite horizon framework. However, assuming infinite exchangeability gives rise to fairly tractable {it a posteriori} quantities, which is very attractive in applications. Hence, with a view to a reconciliation between these two aspects of the Bayesian way of reasoning, in this paper we provide quantitative comparisons between posterior distributions of finitary parameters and posterior distributions of allied parameters appearing in usual statistical models.

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Cited in

(3)

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