On convergence rates for nonparametric posterior distributions

Lijoi, Antonio, Prunster, Igor, Walker, Stephen G. (2007) On convergence rates for nonparametric posterior distributions. Australian & New Zealand Journal of Statistics, 49 (3). pp. 209-219. ISSN 1369-1473. (doi:10.1111/j.1467-842X.2007.00476.x) (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:2588)

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/j.1467-842X.2007.00476.x

Abstract

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.

Item Type:	Article
DOI/Identification number:	10.1111/j.1467-842X.2007.00476.x
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:	Divisions > Division of Computing, Engineering and Mathematical Sciences > School of Mathematics, Statistics and Actuarial Science
Depositing User:	Suzanne Duffy
Date Deposited:	31 Mar 2008 17:57 UTC
Last Modified:	16 Nov 2021 09:41 UTC
Resource URI:	https://kar.kent.ac.uk/id/eprint/2588 (The current URI for this page, for reference purposes)

University of Kent Author Information

Walker, Stephen G..

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