New approaches to Bayesian consistency
Open Access
- 1 October 2004
- journal article
- Published by Institute of Mathematical Statistics in The Annals of Statistics
- Vol. 32 (5), 2028-2043
- https://doi.org/10.1214/009053604000000409
Abstract
We use martingales to study Bayesian consistency. We derive sufficient conditions for both Hellinger and Kullback–Leibler consistency, which do not rely on the use of a sieve. Alternative sufficient conditions for Hellinger consistency are also found and demonstrated on examples.Keywords
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