On Rates of Convergence for Posterior Distributions Under Misspecification

DOI10.1080/03610920802478375zbMath1167.62045arXivmath/0702126OpenAlexW2026883498MaRDI QIDQ3391835

Heng Lian

Publication date: 13 August 2009

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

Full work available at URL: https://arxiv.org/abs/math/0702126

zbMATH Keywords

supermartingalesBayesian nonparametricsprior misspecificationalpha covering

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Bayesian inference (62F15)

Related Items

Bayesian Distributionally Robust Optimization, Dynamics of Bayesian updating with dependent data and misspecified models, Consistency of Posterior Distributions for Heteroscedastic Nonparametric Regression Models

Cites Work

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• On Bayes procedures