Walker, Stephen G., Hjort, Nils Lid (2001) On Bayesian consistency. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 63 (4). pp. 811-821. ISSN 1369-7412. (doi:10.1111/1467-9868.00314) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:10563)
| The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided. | |
| Official URL: http://dx.doi.org/10.1111/1467-9868.00314 |
Abstract
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.
| Item Type: | Article |
|---|---|
| DOI/Identification number: | 10.1111/1467-9868.00314 |
| Uncontrolled keywords: | Asymptotics • Bayesian sieve • Bayes nonparametrics • Consistency |
| Subjects: | Q Science > QA Mathematics (inc Computing science) |
| Divisions: | Divisions > Division of Computing, Engineering and Mathematical Sciences > School of Mathematics, Statistics and Actuarial Science |
| Depositing User: | Judith Broom |
| Date Deposited: | 12 Oct 2008 00:09 UTC |
| Last Modified: | 05 Nov 2024 09:43 UTC |
| Resource URI: | https://kar.kent.ac.uk/id/eprint/10563 (The current URI for this page, for reference purposes) |
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