Criteria for posterior consistency and convergence at a rate
type: Item
instance of: scholarly article
title: Criteria for posterior consistency and convergence at a rate
zbMATH Open document ID: 1435.62110
DOI: 10.1214/19-EJS1633
author: Yanyan Li
published in: Electronic Journal of Statistics
publication date: 2019-11-26T00:00:00Z
full work available at URL: https://projecteuclid.org/euclid.ejs/1574240425
review text: Dealing with Bayesian methods, a major problem is the limited availability of prior distributions, especially in infinite dimensional spaces. Moreover, the conditions for the priors arising from Bayesian limit theorems concerning lower bounds for prior mass in Kullback-Leibler neighborhoods of the data distribution are very crucial. Considering asymptotic aspects, the aim of the article is to extend the conditions on the priors for posterior consistency and convergence properties. Hence, the aim is to reach a larger flexibility in the choice of priors. Several examples are given.
reviewed by: Kurt Marti
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 60F17
zbMATH DE Number: 7136628
zbMATH Keywords: Bayesian limit theorems
zbMATH Keywords: posterior consistency and convergence rate
MaRDI profile type: Publication
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OpenAlex ID: W2990287437
description: scientific article; zbMATH DE number 7136628