On sufficient conditions for Bayesian consistency

成果类型:
Article
署名作者:
Walker, S
署名单位:
University of Bath
刊物名称:
BIOMETRIKA
ISSN/ISSBN:
0006-3444
DOI:
10.1093/biomet/90.2.482
发表日期:
2003
页码:
482488
关键词:
摘要:
This paper contributes to the theory of Bayesian consistency for a sequence of posterior and predictive distributions arising from an independent and identically distributed sample. A new sufficient condition for posterior Hellinger consistency is presented which provides motivation for recent results appearing in the literature. Such motivation is important since current sufficient conditions are not known to be necessary. It also provides new insights into Bayesian consistency. A new consistency theorem for the sequence of predictive densities is given.