New approaches to Bayesian consistency
Statistics Theory
2007-06-13 v1 Statistics Theory
Abstract
We use martingales to study Bayesian consistency. We derive sufficient conditions for both Hellinger 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.
Keywords
Cite
@article{arxiv.math/0503672,
title = {New approaches to Bayesian consistency},
author = {Stephen Walker},
journal= {arXiv preprint arXiv:math/0503672},
year = {2007}
}
Comments
Published at http://dx.doi.org/10.1214/009053604000000409 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org)