A posterior convergence rate theorem for general Markov chains

DOI10.1080/03610926.2021.2023183OpenAlexW4210931904MaRDI QIDQ6115052

Yang Xing

Publication date: 12 July 2023

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

Full work available at URL: https://doi.org/10.1080/03610926.2021.2023183

zbMATH Keywords

rate of convergenceMarkov chaindensity functionposterior distributionHellinger metricHausdorff entropy

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Bayesian inference (62F15)

Cites Work

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• On rates of convergence for posterior distributions in infinite-dimensional models
• Convergence rates of posterior distributions for non iid observations
• Sufficient conditions for Bayesian consistency
• New approaches to Bayesian consistency
• Rates of convergence of posterior distributions.
• On adaptive Bayesian inference
• The consistency of posterior distributions in nonparametric problems
• Convergence rates of nonparametric posterior distributions
• Rates of Posterior Convergence for iid Observations
• On sufficient conditions for Bayesian consistency

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