Convergence Rates of Posterior Distributions AOS

Authors: Subhashis Ghosal, Jayanta K. Ghosh, Aad W. Van der Vaart

Presenter: Jason Klusowski

Abstract:

We consider the asymptotic behavior of posterior distributions and Bayes estimators for infinite-dimensional statistical models. We give general results on the rate of convergence of the posterior measure. These are applied to several examples, including priors on finite sieves, log-spline models, Dirichlet processes and interval censoring.