New approaches to Bayesian consistency
Walker, Stephen
Ann. Statist., Tome 32 (2004) no. 1, p. 2028-2043 / Harvested from Project Euclid
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We use martingales to study Bayesian consistency. We derive sufficient conditions for both Hellinger and Kullback–Leibler consistency, which do not rely on the use of a sieve. Alternative sufficient conditions for Hellinger consistency are also found and demonstrated on examples.
Publié le : 2004-10-14
Classification:  Hellinger consistency,  Kullback–Leibler consistency,  martingale sequence,  predictive density,  62G20 
@article{1098883780,
     author = {Walker, Stephen},
     title = {New approaches to Bayesian consistency},
     journal = {Ann. Statist.},
     volume = {32},
     number = {1},
     year = {2004},
     pages = { 2028-2043},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1098883780}
}

Walker, Stephen. New approaches to Bayesian consistency. Ann. Statist., Tome 32 (2004) no. 1, pp.  2028-2043. http://gdmltest.u-ga.fr/item/1098883780/