Remarks on consistency of posterior distributions

Simple item page
dc.creatorChoi, Taeryon
dc.creatorRamamoorthi, R. V.
dc.date2008-05-21
dc.date.accessioned2026-07-07T12:19:08Z
dc.date.available2026-07-07T12:19:08Z
dc.descriptionIn recent years, the literature in the area of Bayesian asymptotics has been rapidly growing. It is increasingly important to understand the concept of posterior consistency and validate specific Bayesian methods, in terms of consistency of posterior distributions. In this paper, we build up some conceptual issues in consistency of posterior distributions, and discuss panoramic views of them by comparing various approaches to posterior consistency that have been investigated in the literature. In addition, we provide interesting results on posterior consistency that deal with non-exponential consistency, improper priors and non i.i.d. (independent but not identically distributed) observations. We describe a few examples for illustrative purposes.
dc.descriptionPublished in at http://dx.doi.org/10.1214/074921708000000138 the IMS Collections (http://www.imstat.org/publications/imscollections.htm) by the Institute of Mathematical Statistics (http://www.imstat.org)
dc.identifierhttps://arxiv.org/abs/0805.3248
dc.identifierhttp://arxiv.org/abs/0805.3248
dc.identifierIMS Collections 2008, Vol. 3, 170-186
dc.identifierdoi:10.1214/074921708000000138
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/212649
dc.subjectStatistics Theory
dc.subject62G20 (Primary) 62C10, 62F15 (Secondary)
dc.titleRemarks on consistency of posterior distributions
dc.typetext

Files

Collections

arXiv