Convergence rates of posterior distributions

• 成果类型: Article
• 署名作者: Ghosal, S; Ghosh, JK; Van der Vaart, AW
• 署名单位: Vrije Universiteit Amsterdam; Indian Statistical Institute; Indian Statistical Institute Kolkata
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/aos/1016218228
• 发表日期: 2000
• 页码: 500-531
• 关键词: minimum contrast estimators; nonparametric problems; Consistency; models

摘要

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.