Convergence rates of posterior distributions

被引：407

作者：

Ghosal, S

Ghosh, JK

Van der Vaart, AW

机构：

[1] Free Univ Amsterdam, Dept Math, NL-1081 HV Amsterdam, Netherlands

[2] Indian Stat Inst, Stat & Math Unit, Kolkata 700035, W Bengal, India

来源：

ANNALS OF STATISTICS | 2000年 / 28卷 / 02期

关键词：

infinite dimensional model; posterior distribution; rate of convergence; sieves; splines;

D O I：

10.1214/aos/1016218228

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We consider the asymptotic behavior of posterior distributions and Bayes estimators for infinite-dimensional statistical models. We give general results on the rate of convergence of the posterior measure. These are applied to several examples, including priors on finite sieves, log-spline models, Dirichlet processes and interval censoring.

引用

页码：500 / 531

页数：32

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