Lijoi, A. and Prunster, I. and Walker, S.G. (2007) On convergence rates for nonparametric posterior distributions. Australian & New Zealand Journal of Statistics, 49 (3). pp. 209-219. ISSN 1369-1473 .
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Rates of convergence of Bayesian nonparametric procedures are expressed as the maximum between two rates: one is determined via suitable measures of concentration of the prior around the "true" density f(0), and the other is related to the way the mass is spread outside a neighborhood of f(0). Here we provide a lower bound for the former in terms of the usual notion of prior concentration and in terms of an alternative definition of prior concentration. Moreover, we determine the latter for two important classes of priors: the infinite-dimensional exponential family, and the Polya trees.
|Uncontrolled keywords:||chi-squared distance; Hellinger consistency; Posterior consistency; Posterior distribution; rates of convergence|
|Subjects:||Q Science > QA Mathematics (inc Computing science) > QA276 Mathematical statistics
Q Science > QA Mathematics (inc Computing science) > QA273 Probabilities
|Divisions:||Faculties > Science Technology and Medical Studies > School of Mathematics Statistics and Actuarial Science > Statistics|
|Depositing User:||Suzanne Duffy|
|Date Deposited:||31 Mar 2008 17:57|
|Last Modified:||14 Jan 2010 14:07|
|Resource URI:||http://kar.kent.ac.uk/id/eprint/2588 (The current URI for this page, for reference purposes)|
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