Posterior consistency of dirichlet mixtures in density estimation

Ghosal, S. ; Ghosh, J. K. ; Ramamoorthi, R. V. (1999) Posterior consistency of dirichlet mixtures in density estimation Annals of statistics, 27 (1). pp. 143-158. ISSN 0090-5364

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Official URL: http://www.jstor.org/pss/120122

Abstract

A Dirichlet mixture of normal densities is a useful choice for a prior distribution on densities in the problem of Bayesian density estimation. In the recent years, efficient Markov chain Monte Carlo method for the computation of the posterior distribution has been developed. The method has been applied to data arising from different fields of interest. The important issue of consistency was however left open. In this paper, we settle this issue in affirmative.

Item Type:Article
Source:Copyright of this article belongs to Institute of Mathematical Statistics.
ID Code:22510
Deposited On:24 Nov 2010 08:27
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