English

Convergence Rates of Nonparametric Posterior Distributions

Statistics Theory 2008-04-18 v1 Statistics Theory

Abstract

We study the asymptotic behavior of posterior distributions. We present general posterior convergence rate theorems, which extend several results on posterior convergence rates provided by Ghosal and Van der Vaart (2000), Shen and Wasserman (2001) and Walker, Lijor and Prunster (2007). Our main tools are the Hausdorff α\alpha-entropy introduced by Xing and Ranneby (2008) and a new notion of prior concentration, which is a slight improvement of the usual prior concentration provided by Ghosal and Van der Vaart (2000). We apply our results to several statistical models.

Keywords

Cite

@article{arxiv.0804.2733,
  title  = {Convergence Rates of Nonparametric Posterior Distributions},
  author = {Yang Xing},
  journal= {arXiv preprint arXiv:0804.2733},
  year   = {2008}
}

Comments

22 pages

R2 v1 2026-06-21T10:31:54.891Z