Examples of inconsistent Bayes procedures based on observations on dynamical systems

DOI10.1016/0167-7152(93)90255-HzbMATH Open0779.62023MaRDI QIDQ689525FDOQ689525

Authors: L. Mark Berliner, Steven N. MacEachern 

Publication date: 12 December 1993

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

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zbMATH Keywords

dynamical systemschaosposterior distributionFisher informationprior distributionbaker's transformationinconsistent Bayes proceduresunknown initial condition

Mathematics Subject Classification ID

Bayesian inference (62F15)

Cites Work

• On the consistency of Bayes estimates
• On inconsistent Bayes estimates of location
• On the uniform consistency of Bayes estimates for multinomial probabilities
• Likelihood and Bayesian Prediction of Chaotic Systems

Cited In (3)

• An overview of robust Bayesian analysis. (With discussion)
• Bayes posterior convergence for loss functions via almost additive thermodynamic formalism
• Rising Above Chaotic Likelihoods

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