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Some Simple Formulas for Posterior Convergence Rates
We derive some simple relations that demonstrate how the posterior convergence rate is related to two driving factors: a “penalized divergence” of the prior, which measures the ability of the prior distribution to propose a nonnegligible set of working models to approximate the true model and a “nor...
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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Hindawi Publishing Corporation
2014
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4897263/ https://www.ncbi.nlm.nih.gov/pubmed/27379278 http://dx.doi.org/10.1155/2014/469340 |