Title of article :
Convergence rates of nonparametric posterior distributions
Author/Authors :
Xing، نويسنده , , Yang، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2011
Abstract :
We study the asymptotic behavior of posterior distributions for i.i.d. data. We present general posterior convergence rate theorems which extend several known results on rates of posterior convergence. Our main tools are the Hausdorff α -entropy introduced by Xing and Ranneby (2009) and a new notion of prior concentration. Our results are applied to several statistical models.
Keywords :
Hellinger consistency , Rate of convergence , Sieve , Infinite-dimensional model , Posterior distribution
Journal title :
Journal of Statistical Planning and Inference
Journal title :
Journal of Statistical Planning and Inference