Bernstein Von Mises Theorem for linear functionals of the density - Mathematics > Statistics TheoryReportar como inadecuado




Bernstein Von Mises Theorem for linear functionals of the density - Mathematics > Statistics Theory - Descarga este documento en PDF. Documentación en PDF para descargar gratis. Disponible también para leer online.

Abstract: In this paper, we study the asymptotic posterior distribution of linearfunctionals of the density. In particular, we give general conditions to obtaina semiparametric version of the Bernstein-Von Mises theorem. We then apply thisgeneral result to nonparametric priors based on infinite dimensionalexponential families. As a byproduct, we also derive adaptive nonparametricrates of concentration of the posterior distributions under these families ofpriors on the class of Sobolev and Besov spaces.



Autor: Vincent Rivoirard, Judith Rousseau

Fuente: https://arxiv.org/







Documentos relacionados