Rates of Posterior Convergence for iid Observations |
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| Authors: | Yang Xing |
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| Affiliation: | 1. Centre for Mathematical Sciences , Lund University , Lund, Sweden yang.xing@mathdept.umu.se |
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| Abstract: | By means of the Hausdorff α-entropy introduced by Xing and Ranneby (2009 Xing , Y. , Ranneby , B. ( 2009 ). Sufficient conditions for Bayesian consistency . J. Statist. Plann. Inference. 139 : 2479 – 2489 . [Google Scholar]), we give two theorems on rates of in-probability convergence of posterior distributions. The result is applied in study of the Bernstein polynomial priors. |
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| Keywords: | Hausdorff α-entropy Hellinger consistency Infinite-dimensional model Posterior distribution Rate of convergence Sieve |
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