On rates of convergence for posterior distributions in infinite-dimensional models
Statistics Theory
2007-08-22 v1 Statistics Theory
Abstract
This paper introduces a new approach to the study of rates of convergence for posterior distributions. It is a natural extension of a recent approach to the study of Bayesian consistency. In particular, we improve on current rates of convergence for models including the mixture of Dirichlet process model and the random Bernstein polynomial model.
Keywords
Cite
@article{arxiv.0708.1892,
title = {On rates of convergence for posterior distributions in infinite-dimensional models},
author = {Stephen G. Walker and Antonio Lijoi and Igor Prünster},
journal= {arXiv preprint arXiv:0708.1892},
year = {2007}
}
Comments
Published at http://dx.doi.org/10.1214/009053606000001361 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org)