Abstract
A survey of modern Bayesian asymptotics is given. Specific attention is paid to the Hellinger consistency of posterior distributions and the asymptotic study of Bayes factors.
Citation
Stephen G. Walker. "Modern Bayesian Asymptotics." Statist. Sci. 19 (1) 111 - 117, February 2004. https://doi.org/10.1214/088342304000000134
Information
Published: February 2004
First available in Project Euclid: 14 July 2004
zbMATH: 1063.62035
MathSciNet: MR2082150
Digital Object Identifier: 10.1214/088342304000000134
Keywords:
Bayes factor
,
Bayes nonparametrics
,
consistency
,
Hellinger distance
Rights: Copyright © 2004 Institute of Mathematical Statistics
