Bernstein von-Mises Theorem for g-prior and nonlocal prior
Statistics Theory
2024-01-29 v1 Statistics Theory
Abstract
The paper develops Bernstein von Mises Theorem under hierarchical -priors for linear regression models. The results are obtained both when the error variance is known, and also when it is unknown. An inverse gamma prior is attached to the error variance in the later case. The paper also demonstrates some connection between the total variation and -divergence measures.
Keywords
Cite
@article{arxiv.2401.14584,
title = {Bernstein von-Mises Theorem for g-prior and nonlocal prior},
author = {Xiao Fang and Malay Ghosh},
journal= {arXiv preprint arXiv:2401.14584},
year = {2024}
}