Convergence rates of posterior distributions for non iid observations

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Publication:997377

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DOI10.1214/009053606000001172zbMath1114.62060arXiv0708.0491OpenAlexW3104051756MaRDI QIDQ997377

Subhashis Ghosal, Aad W. van der Vaart

Publication date: 23 July 2007

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

Full work available at URL: https://arxiv.org/abs/0708.0491

zbMATH Keywords

rate of convergence Markov chains Hellinger distance posterior distribution covering numbers tests infinite dimensional model independent nonidentically distributed observations

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Theory of statistical experiments (62B15) Bayesian inference (62F15) Inference from stochastic processes (62M99)

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