Unconditional large deviation principles for Dirichlet posterior and Bayesian bootstrap
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Cites work
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- A large sample study of the Bayesian bootstrap
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- Gibbs measures and phase transitions
- I-divergence geometry of probability distributions and minimization problems
- Information projections revisited
- Large deviations for processes with independent increments
- Large deviations for the Fleming-Viot process with neutral mutation and selection. II.
- On the Bernstein-von Mises theorem for the Dirichlet process
- Sum rules via large deviations
- The Poisson-Dirichlet distribution and related topics. Models and asymptotic behaviors
- The weighted bootstrap
- Theory and numerical analysis for exact distributions of functionals of a Dirichlet process
- Weak convergence and empirical processes. With applications to statistics
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