Convergence Rates of Posterior Distributions

@inproceedings{GHOSAL2000ConvergenceRO,
  title={Convergence Rates of Posterior Distributions},
  author={J. K. GHOSH S. GHOSAL and Aad van der Vaart},
  year={2000}
}
If the distribution P is considered random and distributed according to , as it is in Bayesian inference, then the posterior distribution is the conditional distribution of P given the observations. The prior is, of course, a measure on some σ-field on and we must assume that the expressions in the display are well defined. In particular, we assume that the map x p → p x is measurable for the product σ-field on × . It will be silently understood that the sets of which we compute prior or… CONTINUE READING
Highly Influential
This paper has highly influenced 57 other papers. REVIEW HIGHLY INFLUENTIAL CITATIONS
Highly Cited
This paper has 295 citations. REVIEW CITATIONS

From This Paper

Topics from this paper.

Citations

Publications citing this paper.
Showing 1-10 of 188 extracted citations

296 Citations

02040'99'03'08'13'18
Citations per Year
Semantic Scholar estimates that this publication has 296 citations based on the available data.

See our FAQ for additional information.

References

Publications referenced by this paper.
Showing 1-10 of 30 references

Probability inequalities for likelihood ratios and convergence rates of sieve MLEs

  • W. H. Wong, X. Shen
  • Ann . Statist .
  • 1995
Highly Influential
5 Excerpts

Asymptotic Methods in Statistical Decision

  • L. M. Le Cam
  • 1986
Highly Influential
11 Excerpts

Approximation dans les espaces métriques et théorie de l ’ estimation

  • L. Birgé
  • Z . Wahrsch . Verw . Gebiete
  • 1983
Highly Influential
5 Excerpts

A Practical Guide to Splines

  • C. de Boor
  • 1978
Highly Influential
11 Excerpts

Prior distribution on the spaces of probability measures

  • T. S. 209–230. Ferguson
  • Ann. Statist
  • 1974
Highly Influential
4 Excerpts

On the asymptotic behavior of Bayes’ estimates in the discrete case

  • D. A. 615–629. Freedman
  • Ann . Math . Statist .
  • 1963
Highly Influential
7 Excerpts

Minimum contrast estimators on sieves : exponential bounds and rates of convergence

  • L. Birgé, P. Massart
  • Bernoulli
  • 1998
Highly Influential
2 Excerpts

Empirical Processes: Theory and Applications

  • D. New York. Pollard
  • IMS, Hayward, CA and Amer
  • 1990
Highly Influential
2 Excerpts

Sur un théorème de minimax et son application aux tests

  • L. Birgé
  • Probab . Math . Statist .
  • 1984
Highly Influential
1 Excerpt

Similar Papers

Loading similar papers…