| Title | Sufficient conditions for Bayesian consistency |
| Authors | Yang Xing, Ranneby Bo |
| Alternative Location | http://www.sciencedirect.co..., Restricted Access |
| Alternative Location | http://dx.doi.org/10.1016/j..., Restricted Access |
| Publication | Journal of Statistical Planning and Inference |
| Year | 2009 |
| Volume | 139 |
| Issue | 7 |
| Pages | 2479 - 2489 |
| Document type | Article |
| Status | Published |
| Quality controlled | Yes |
| Language | eng |
| Publisher | North-Holland |
| Abstract English | We introduce the Hausdorff α-entropy to study the strong Hellinger consistency of posterior distributions. We obtain general Bayesian consistency theorems which extend the well-known results of Barron et al. 1999. The consistency of posterior distributions in nonparametric problems. Ann. Statist. 27, 536–561 and Ghosal et al. 1999. Posterior consistency of Dirichlet mixtures in density estimation. Ann. Statist. 27, 143–158 and Walker 2004. New approaches to Bayesian consistency. Ann. Statist. 32, 2028–2043. As an application we strengthen previous results on Bayesian consistency of the (normal) mixture models. |
| Keywords | Infinite-dimensional model, Sieve, Posterior distribution, Hellinger consistency, |
| ISBN/ISSN/Other | ISSN: 03783758 |
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