Sufficient conditions for Bayesian consistency

DOI10.1016/J.JSPI.2008.11.008MaRDI QIDQ1015897zbMATH OpenOpenAlexFDO

Authors Yang Xing, B. Ranneby

Publication date 30 April 2009

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

Full work available at URL https://arxiv.org/abs/0812.1084

zbMATH Keywords

posterior distributionsieveinfinite-dimensional modelHellinger consistency

Mathematics Subject Classification ID

Bayesian inference (62F15) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Abstract: The last decade has seen a remarkable development in the theory of asymptotics of Bayesian nonparametric procedures. Exponential consistency has played an important role in this area. It is known that the condition of $f_0$ being in the Kullback-Leibler support of the prior cannot ensure exponential consistency of posteriors. Many authors have obtained additional sufficient conditions for exponential consistency of posteriors, see, for instance, Schwartz (1965), Barron, Schervish and Wasserman (1999), Ghosal, Ghosh and Ramamoorthi (1999), Walker (2004), Xing and Ranneby (2008). However, given the Kullback-Leibler support condition, less is known about both necessary and sufficient conditions. In this paper we give one type of both necessary and sufficient conditions. As a consequence we derive a simple sufficient condition on Bayesian exponential consistency, which is weaker than the previous sufficient conditions.

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Cited in

(15)

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• Bayesian nonparametrics for directional statistics
• scientific article; zbMATH DE number 1536276 (Why is no real title available?)
• Consistency of posterior mixtures in the Gaussian family on a Hilbert space and its applications
• New approaches to Bayesian consistency
• Dynamics of Bayesian updating with dependent data and misspecified models
• Dynamically consistent beliefs must be Bayesian
• On Bayesian learning from Bernoulli observations
• A universal prior distribution for Bayesian consistency of non parametric procedures
• On Bayesian consistency
• On adaptive Bayesian inference
• Rates of posterior convergence for iid observations
• A posterior convergence rate theorem for general Markov chains

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