The Bernstein–von Mises theorem and nonregular models

Article, Preprint, Other literature type English OPEN
Bochkina, Natalia A.; Green, Peter J.;
(2012)
  • Publisher: The Institute of Mathematical Statistics
  • Journal: issn: 0090-5364
  • Publisher copyright policies & self-archiving
  • Related identifiers: doi: 10.1214/14-AOS1239
  • Subject: boundary | posterior concentration | Approximate posterior | SPECT | Mathematics - Statistics Theory | nonregular | tomography | 62F12 | Bernstein–von Mises theorem | variance estimation in mixed models | Bayesian inference | total variation distance | 62F15

We study the asymptotic behaviour of the posterior distribution in a broad class of statistical models where the "true" solution occurs on the boundary of the parameter space. We show that in this case Bayesian inference is consistent, and that the posterior distributio... View more
Share - Bookmark