On Bayesian consistency

Yang Xing; Bo Ranneby

On Bayesian consistency

Yang Xing
, Bo Ranneby

Publikation: Bok/rapport/proceedings › Rapport › Forskning

Sammanfattning

We establish a sufficient condition ensuring strong Hellinger consistency of posterior distributions. We also prove a strong Hellinger consistency theorem for the pseudoposterior distributions based on the likelihood ratio with power 0 < alpha < 1, which are introduced by Walker and Hjort (2001). Our result is an extension of their theorem for alpha = 1/2

Originalspråk	Engelska
Förlag	Swedish University of Agricultural Sciences
Antal sidor	14
Status	Publicerad - 2008

Publikationsserier

Serie	Research report (Centre of Biostochastics)
Numrering	2008:9
ISSN	1651-8543

Nyckelord

Hellinger consistency
nonparametric model
posterior distribution

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AU - Ranneby, Bo

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AB - We establish a sufficient condition ensuring strong Hellinger consistency of posterior distributions. We also prove a strong Hellinger consistency theorem for the pseudoposterior distributions based on the likelihood ratio with power 0 < alpha < 1, which are introduced by Walker and Hjort (2001). Our result is an extension of their theorem for alpha = 1/2

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KW - posterior distribution

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UR - https://res.slu.se/id/publ/18926

UR - https://www.slu.se/contentassets/5116f4fbceaa42e7817a7a4acb4a24df/report2008_9.pdf