THE CONSISTENCY OF POSTERIORDISTRIBUTIONS IN NONPARAMETRICPROBLEMSBy
نویسندگان
چکیده
We give conditions that guarantee that the posterior probability of every Hellinger neighborhood of the true density tends to 1 almost surely. The conditions are (i) a smoothness condition on the prior and (ii) a requirement that the prior put positive mass in appropriate neighborhoods of the true density. The results are based on the idea of approximating the set of densities with a nite dimensional set of densities and then computing the Hellinger bracketing metric entropy of the approximating set. We apply the results to some examples.
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تاریخ انتشار 1996