Convergence rates of nonparametric posterior distributions
Författare
Summary, in English
We study the asymptotic behavior of posterior distributions for i.i.d. data. We present general posterior convergence rate theorems which extend several known results on rates of posterior convergence. Our main tools are the Hausdorff α-entropy introduced by Xing and Ranneby (2009) and a new notion of prior concentration. Our results are applied to several statistical models.
Avdelning/ar
Publiceringsår
2011
Språk
Engelska
Sidor
3382-3390
Publikation/Tidskrift/Serie
Journal of Statistical Planning and Inference
Volym
141
Issue
11
Länkar
Dokumenttyp
Artikel i tidskrift
Förlag
North-Holland
Ämne
- Mathematics
Nyckelord
- Hellinger consistency
- Posterior distribution
- Rate of convergence
- Sieve
- Infinite-dimensional model
Status
Published
ISBN/ISSN/Övrigt
- ISSN: 1873-1171