On Rates of Convergence for Posterior Distributions in Infinite-Dimensional Models

Citation
G. Walker, Stephen et al., On Rates of Convergence for Posterior Distributions in Infinite-Dimensional Models, Annals of statistics , 35(2), 2007, pp. 738-746
Journal title
ISSN journal
00905364
Volume
35
Issue
2
Year of publication
2007
Pages
738 - 746
Database
ACNP
SICI code
Abstract
This paper introduces a new approach to the study of rates of convergence for posterior distributions. It is a natural extension of a recent approach to the study of Bayesian consistency. In particular, we improve on current rates of convergence for models including the mixture of Dirichlet process model and the random Bernstein polynomial model.