Bernstein-von Mises theorem for linear functionals of the density

DOI10.1214/12-AOS1004zbMATH Open1257.62036arXiv0908.4167OpenAlexW2115880312MaRDI QIDQ693733FDOQ693733

Judith Rousseau, V. Rivoirard

Publication date: 10 December 2012

Published in: The Annals of Statistics (Search for Journal in Brave)

Abstract: In this paper, we study the asymptotic posterior distribution of linear functionals of the density. In particular, we give general conditions to obtain a semiparametric version of the Bernstein-Von Mises theorem. We then apply this general result to nonparametric priors based on infinite dimensional exponential families. As a byproduct, we also derive adaptive nonparametric rates of concentration of the posterior distributions under these families of priors on the class of Sobolev and Besov spaces.

Full work available at URL: https://arxiv.org/abs/0908.4167

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zbMATH Keywords

Bayesian nonparametricsadaptive estimationrates of convergenceBernstein-von Mises

Mathematics Subject Classification ID

Bayesian inference (62F15) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20)

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Cited In (46)

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