Rates of Posterior Convergence for iid Observations

DOI10.1080/03610920903177389zbMath1202.62063OpenAlexW1999195981MaRDI QIDQ3064079

Yang Xing

Publication date: 20 December 2010

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920903177389

zbMATH Keywords

rate of convergenceposterior distributionsieveinfinite-dimensional modelHellinger consistencyHausdorff \(\alpha \)-entropy

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Bayesian inference (62F15) Statistical aspects of information-theoretic topics (62B10)

Related Items (2)

A posterior convergence rate theorem for general Markov chains ⋮ A Universal Prior Distribution for Bayesian Consistency of Non parametric Procedures

Cites Work

• Posterior convergence rates of Dirichlet mixtures at smooth densities
• On rates of convergence for posterior distributions in infinite-dimensional models
• Sufficient conditions for Bayesian consistency
• On the consistency of Bayes estimates
• New approaches to Bayesian consistency
• Convergence rates of posterior distributions.
• Rates of convergence of posterior distributions.
• Probability inequalities for likelihood ratios and convergence rates of sieve MLEs
• Consistency of Bernstein Polynomial Posteriors
• Random Bernstein Polynomials
• On the Asymptotic Behavior of Bayes' Estimates in the Discrete Case
• On Bayes procedures

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