TY - BOOK
T1 - Sufficient conditions for Bayesian consistency
AU - Xing, Yang
AU - Ranneby, Bo
PY - 2008
Y1 - 2008
N2 - We introduce the Hausdorff alpha-entropy to study the strong Hellinger con-sistency of posterior distributions. We obtain general Bayesian consistency theorems which extend the well-known results of Barron, Schervish and Wasserman (1999), Ghosal, Ghosh and Ramamoorthi (1999) and Walker (2004). As an application we strengthen previous results on Bayesian consistency of the (normal) mixture models
AB - We introduce the Hausdorff alpha-entropy to study the strong Hellinger con-sistency of posterior distributions. We obtain general Bayesian consistency theorems which extend the well-known results of Barron, Schervish and Wasserman (1999), Ghosal, Ghosh and Ramamoorthi (1999) and Walker (2004). As an application we strengthen previous results on Bayesian consistency of the (normal) mixture models
KW - Hellinger consistency
KW - infinite-dimensional model
KW - posterior distribution
KW - sieve
KW - Hellinger consistency
KW - infinite-dimensional model
KW - posterior distribution
KW - sieve
UR - https://res.slu.se/id/publ/18933
UR - http://biostochastics.slu.se/publikationer/dokument/Report2008_6.pdf
M3 - Report
T3 - Research report (Centre of Biostochastics)
BT - Sufficient conditions for Bayesian consistency
PB - Centre of Biostochastics, Swedish University of Agricultural Sciences
ER -