Convergence Rates of Posterior Distributions

  title={Convergence Rates of Posterior Distributions},
  author={J. K. GHOSH S. GHOSAL and Aad van der Vaart},
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
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