In this paper, we study the asymptotic properties of a sequence of posterior distributions based on an independent and identically distributed sample and when the Bayesian model is misspecified. We find a sufficient condition on the prior for the posterior to accumulate around the densities in the model closest in the Kullback–Leibler sense to the true density function. Examples are presented.
Titolo: | Bayesian asymptotics with misspecified models | |
Autori Riconosciuti: | ||
Autori: | P. De Blasi; S.G. Walker | |
Data di pubblicazione: | 2013 | |
Abstract: | In this paper, we study the asymptotic properties of a sequence of posterior distributions based on an independent and identically distributed sample and when the Bayesian model is misspecified. We find a sufficient condition on the prior for the posterior to accumulate around the densities in the model closest in the Kullback–Leibler sense to the true density function. Examples are presented. | |
Volume: | 23 | |
Pagina iniziale: | 169 | |
Pagina finale: | 187 | |
Digital Object Identifier (DOI): | 10.5705/ss.2010.239 | |
URL: | http://www3.stat.sinica.edu.tw/statistica/ | |
Parole Chiave: | Asymptotics; Consistency; Misspecified model | |
Rivista: | STATISTICA SINICA | |
Appare nelle tipologie: | 03A-Articolo su Rivista |
File in questo prodotto:
File | Descrizione | Tipologia | Licenza | |
---|---|---|---|---|
deblasi,walker-2013sinica.pdf | PDF EDITORIALE | Accesso aperto | Open Access Visualizza/Apri |
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.