On the Bernstein-von Mises approximation of posterior distributions

DOI10.1214/aos/1176343595zbMath0346.62020OpenAlexW2014863861MaRDI QIDQ1233691

Christian Hipp, Reinhard Michel

Publication date: 1976

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

Full work available at URL: https://doi.org/10.1214/aos/1176343595

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Point estimation (62F10) Bayesian inference (62F15)

Related Items (6)

Asymptotic normality with small relative errors of posterior probabilities of half-spaces ⋮ On the convergence of the Laplace approximation and noise-level-robustness of Laplace-based Monte Carlo methods for Bayesian inverse problems ⋮ Rate of convergence in the bernstein-von mises theorem for a class of diffusion processes ⋮ The equivalence between (modified) Bayes estimator and maximum likelihood estimator for Markov processes ⋮ Gaussian Approximations for Probability Measures on $R^d$ ⋮ Asymptotic bayesian inference in some nonstandard cases: Bernstein–von Mises Results and regular bayes' estimators

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