We consider a sequence of posterior distributions based on a data-dependent prior (which we shall refer to as a pseudoposterior distribution) and establish simple conditions under which the sequence is Hellinger consistent. It is shown how investigations into these pseudoposteriors assist with the understanding of some true posterior distributions, including Pólya trees, the infinite dimensional exponential family and mixture models.
CITATION STYLE
Walker, S., & Hjort, N. L. (2001). On Bayesian consistency. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 63(4), 811–821. https://doi.org/10.1111/1467-9868.00314
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