Bernstein Von Mises Theorem for linear functionals of the density

Details Bernstein Von Mises Theorem for linear functionals of the density Bernstein Von Mises Theorem for linear functionals of the density

2009-08-28

arxiv.org/abs/0908.4167v1

Mathematics

Statistics Theory

36 pages

Scientific paper

In this paper, we study the asymptotic posterior distribution of linear functionals of the density. In particular, we give general conditions to obtain a semiparametric version of the Bernstein-Von Mises theorem. We then apply this general result to nonparametric priors based on infinite dimensional exponential families. As a byproduct, we also derive adaptive nonparametric rates of concentration of the posterior distributions under these families of priors on the class of Sobolev and Besov spaces.

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