A Dirichlet mixture of normal densities is a useful choice for a
prior distribution on densities in the problem of Bayesian density estimation.
In recent years, efficient Markov chain Monte Carlo method for the computation
of the posterior distribution has been developed. The method has been applied
to data arising from different fields of interest. The important issue of
consistency was however left open. In this paper, we settle this issue in
affirmative.
@article{1018031105,
author = {Ghosal, S. and Ghosh, J. K. and Ramamoorthi, R. V.},
title = {Posterior consistency of Dirichlet mixtures in density
estimation},
journal = {Ann. Statist.},
volume = {27},
number = {4},
year = {1999},
pages = { 143-158},
language = {en},
url = {http://dml.mathdoc.fr/item/1018031105}
}
Ghosal, S.; Ghosh, J. K.; Ramamoorthi, R. V. Posterior consistency of Dirichlet mixtures in density
estimation. Ann. Statist., Tome 27 (1999) no. 4, pp. 143-158. http://gdmltest.u-ga.fr/item/1018031105/