Remarks on consistency of posterior distributions
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Publication:6209618
DOI10.1214/074921708000000138arXiv0805.3248MaRDI QIDQ6209618FDOQ6209618
Authors: Taeryon Choi, R. V. Ramamoorthi 
Publication date: 21 May 2008
Abstract: In recent years, the literature in the area of Bayesian asymptotics has been rapidly growing. It is increasingly important to understand the concept of posterior consistency and validate specific Bayesian methods, in terms of consistency of posterior distributions. In this paper, we build up some conceptual issues in consistency of posterior distributions, and discuss panoramic views of them by comparing various approaches to posterior consistency that have been investigated in the literature. In addition, we provide interesting results on posterior consistency that deal with non-exponential consistency, improper priors and non i.i.d. (independent but not identically distributed) observations. We describe a few examples for illustrative purposes.
Bayesian inference (62F15) Asymptotic properties of nonparametric inference (62G20) Bayesian problems; characterization of Bayes procedures (62C10)
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