Convergence rates of posterior distributions

Authors
Ghosal, S Ghosh, JK Van der Vaart, AW
Citation
S. Ghosal et al., Convergence rates of posterior distributions, ANN STATIST, 28(2), 2000, pp. 500-531
Citations number
31
Categorie Soggetti
Mathematics
Journal title
ANNALS OF STATISTICS
ISSN journal
00905364 → ACNP
Volume
28
Issue
2
Year of publication
2000
Pages
500 - 531
Database
ISI
SICI code
0090-5364(200004)28:2<500:CROPD>2.0.ZU;2-5
Abstract
We consider the asymptotic behavior of posterior distributions and Bayes es timators for infinite-dimensional statistical models. We give general resul ts on the rate of convergence of the posterior measure. These are applied t o several examples, including priors on finite sieves, log-spline models, D irichlet processes and interval censoring.