This paper considers rates of posterior convergence for Bayesian procedures from a frequentist point of view. These include rates of convergence for the Cesaro mean of predictive densities, rates of convergence for a class of pseudo-posterior distributions and rates of convergence for posterior distributions in weak neighbourhoods of the true density function. In all cases, the rates depend solely on how the prior distribution concentrates around the true distribution.
On some particular rates of posterior convergence
PRUENSTER, Igor;
2007-01-01
Abstract
This paper considers rates of posterior convergence for Bayesian procedures from a frequentist point of view. These include rates of convergence for the Cesaro mean of predictive densities, rates of convergence for a class of pseudo-posterior distributions and rates of convergence for posterior distributions in weak neighbourhoods of the true density function. In all cases, the rates depend solely on how the prior distribution concentrates around the true distribution.
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