Consistency a Posteriori
Conditions are given under which a sequence of posterior distributions converges weakly to a degenerate distribution. It is not assumed that the model being used actually governs the data. Exponential models are studied in particular and are shown to be well behaved under mild assumptions. Large-deviation results for $U$-statistics and posterior odds are also given.
Permanent link to this document: http://projecteuclid.org/euclid.aoms/1177696967
Digital Object Identifier: doi:10.1214/aoms/1177696967
Mathematical Reviews number (MathSciNet): MR266356
Zentralblatt MATH identifier: 0214.45703