The Annals of Statistics

Convergence rates of posterior distributions

Subhashis Ghosal, Jayanta K. Ghosh, and Aad W. van der Vaart

Full-text: Open access

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.

Article information

Source
Ann. Statist., Volume 28, Number 2 (2000), 500-531.

Dates
First available in Project Euclid: 15 March 2002

Permanent link to this document
https://projecteuclid.org/euclid.aos/1016218228

Digital Object Identifier
doi:10.1214/aos/1016218228

Mathematical Reviews number (MathSciNet)
MR1790007

Zentralblatt MATH identifier
1105.62315

Subjects
Primary: 62G15: Tolerance and confidence regions 62G20: Asymptotic properties 62F25

Keywords
Infinite dimensional model posterior distribution rate of convergence sieves splines

Citation

Ghosal, Subhashis; Ghosh, Jayanta K.; van der Vaart, Aad W. Convergence rates of posterior distributions. Ann. Statist. 28 (2000), no. 2, 500--531. doi:10.1214/aos/1016218228. https://projecteuclid.org/euclid.aos/1016218228


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