Work

A note on Bayesian convergence rates under local prior support conditions

Year: 2012

Type: preprint

Abstract: Bounds on Bayesian posterior convergence rates, assuming the prior satisfies both local and global support conditions, are now readily available. In this paper we explore, in the context of density estimation, Bayesian convergence rates assuming only local prior support conditions. Our results give optimal rates under minimal conditions using very simple arguments.

Source: arXiv (Cornell University)

DOI: 10.48550/arxiv.1201.3102

Authors: Martin, Ryan, Hong, Liang, Walker, Stephen G.

Institutions: University of Illinois Chicago, Robert Morris University, The University of Texas at Austin

Language: English

Topic: Markov Chains and Monte Carlo Methods

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

OpenAlex ID: W1753796616

Cites: 22

Cited by: 3

Related to: 20