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Convergence rates of nonparametric posterior distributions

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Author

Summary, in English

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.

Publishing year

2011

Language

English

Pages

3382-3390

Publication/Series

Journal of Statistical Planning and Inference

Volume

141

Issue

11

Document type

Journal article

Publisher

North-Holland

Topic

  • Mathematics

Keywords

  • Hellinger consistency
  • Posterior distribution
  • Rate of convergence
  • Sieve
  • Infinite-dimensional model

Status

Published

ISBN/ISSN/Other

  • ISSN: 1873-1171