New approaches to Bayesian consistency

Details New approaches to Bayesian consistency New approaches to Bayesian consistency

2005-03-29

arxiv.org/abs/math/0503672v1

Annals of Statistics 2004, Vol. 32, No. 5, 2028-2043

Mathematics

Statistics Theory

Published at http://dx.doi.org/10.1214/009053604000000409 in the Annals of Statistics (http://www.imstat.org/aos/) by the Inst

Scientific paper

10.1214/009053604000000409

We use martingales to study Bayesian consistency. We derive sufficient
conditions for both Hellinger and Kullback-Leibler consistency, which do not
rely on the use of a sieve. Alternative sufficient conditions for Hellinger
consistency are also found and demonstrated on examples.

Affiliated with

Also associated with

No associations

Rating

New approaches to Bayesian consistency does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with New approaches to Bayesian consistency, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and New approaches to Bayesian consistency will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-161791