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.
Publié le : 2000-04-15
Classification:
Infinite dimensional model,
posterior distribution,
rate of convergence,
sieves,
splines,
62G15,
62G20,
62F25
@article{1016218228,
author = {Ghosal, Subhashis and Ghosh, Jayanta K. and van der Vaart, Aad W.},
title = {Convergence rates of posterior distributions},
journal = {Ann. Statist.},
volume = {28},
number = {3},
year = {2000},
pages = { 500-531},
language = {en},
url = {http://dml.mathdoc.fr/item/1016218228}
}
Ghosal, Subhashis; Ghosh, Jayanta K.; van der Vaart, Aad W. Convergence rates of posterior distributions. Ann. Statist., Tome 28 (2000) no. 3, pp. 500-531. http://gdmltest.u-ga.fr/item/1016218228/