Walker, S.G. and Hjort, N.L. (2001) On Bayesian consistency. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 63 (4). pp. 811-821. ISSN 1369-7412.
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We consider a sequence of posterior distributions based on a data-dependent prior (which we shall refer to as a pseudoposterior distribution) and establish simple conditions under which the sequence is Hellinger consistent. It is shown how investigations into these pseudo posteriors assist with the understanding of some true posterior distributions, including Pólya trees, the infinite dimensional exponential family and mixture models.
|Uncontrolled keywords:||Asymptotics • Bayesian sieve • Bayes nonparametrics • Consistency|
|Subjects:||Q Science > QA Mathematics (inc Computing science)|
|Divisions:||Faculties > Science Technology and Medical Studies > School of Mathematics Statistics and Actuarial Science > Statistics|
|Depositing User:||Judith Broom|
|Date Deposited:||12 Oct 2008 00:09|
|Last Modified:||25 Jun 2012 10:35|
|Resource URI:||http://kar.kent.ac.uk/id/eprint/10563 (The current URI for this page, for reference purposes)|
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