Analyzing posteriors by the information inequality

DOI10.1214/12-IMSCOLL916zbMath1353.62029OpenAlexW1515047091MaRDI QIDQ5499690

Willem Kruijer, Aad W. van der Vaart

Publication date: 30 July 2015

Published in: Institute of Mathematical Statistics Collections (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/12-imscoll916

zbMATH Keywords

contractionempirical processposterior distributionsentropy estimatesinformation inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Bayesian inference (62F15) Statistical aspects of information-theoretic topics (62B10)

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