New approaches to Bayesian consistency

成果类型:
Article
署名作者:
Walker, S
署名单位:
University of Bath
刊物名称:
ANNALS OF STATISTICS
ISSN/ISSBN:
0090-5364
DOI:
10.1214/009053604000000409
发表日期:
2004
页码:
2028-2043
关键词:
摘要:
We use martingales to study Bayesian consistency. We derive sufficient conditions for both Hettinger 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.