Ghosal, Subhashis ; Ghosh, J. K. ; van der Vaart, Aad W. (2000) Convergence rates of posterior distributions Annals of Statistics, 28 (2). pp. 500-531. ISSN 0090-5364
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Official URL: http://www.jstor.org/pss/2674039
Abstract
We consider the asymptotic behavior of posterior distributions and Bayes estimators for infinite-dimensional statistical models. We give general results on the rate of convergence of the posterior measure. These are applied to several examples, including priors on finite sieves, log-spline models, Dirichlet processes and interval censoring.
| Item Type: | Article |
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| Source: | Copyright of this article belongs to Institute of Mathematical Statistics. |
| ID Code: | 22513 |
| Deposited On: | 24 Nov 2010 08:26 |
| Last Modified: | 17 May 2016 06:33 |
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