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.
Citation
Subhashis Ghosal. Jayanta K. Ghosh. Aad W. van der Vaart. "Convergence rates of posterior distributions." Ann. Statist. 28 (2) 500 - 531, April 2000. https://doi.org/10.1214/aos/1016218228
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