Uniform rates of the Glivenko-Cantelli convergence and their use in approximating Bayesian inferences

DOI10.3150/18-BEJ1077zbMath1428.62094arXiv1712.07361MaRDI QIDQ2325348

Emanuele Dolera, Eugenio Regazzini

Publication date: 25 September 2019

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1712.07361

zbMATH Keywords

law of the iterated logarithmexchangeabilityposterior distributionempirical measureWasserstein distancepredictive distributionGlivenko-Cantelli theoremdominated ergodic theorem

Mathematics Subject Classification ID

Bayesian inference (62F15) Convergence of probability measures (60B10)

Related Items (3)

The moments of the maximum of normalized partial sums related to laws of the iterated logarithm under the sub-linear expectation ⋮ Lipschitz continuity of probability kernels in the optimal transport framework ⋮ Behavior of the empirical Wasserstein distance in \({\mathbb R}^d\) under moment conditions

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