Convergence rates of posterior distributions
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Open Access
- 1 April 2000
- journal article
- Published by Institute of Mathematical Statistics in The Annals of Statistics
- Vol. 28 (2) , 500-531
- https://doi.org/10.1214/aos/1016218228
Abstract
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.Keywords
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