Large Deviations Approach to Bayesian Nonparametric Consistency: the Case of Polya Urn Sampling
AbstractThe Bayesian Sanov Theorem (BST) identifies, under both correct and incorrect specification of infinite dimensional model, the points of concentration of the posterior measure. Utilizing this insight in the context of Polya urn sampling, Bayesian nonparametric consistency is established. Polya BST is also used to provide an extension of Maximum Non-parametric Likelihood and Empirical Likelihood methods to the Polya case.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoPaper provided by Department of Agricultural & Resource Economics, UC Berkeley in its series Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series with number qt2s97t5km.
Date of creation: 21 Sep 2007
Date of revision:
Contact details of provider:
Postal: 207 Giannini Hall #3310, Berkeley, CA 94720-3310
Phone: (510) 642-3345
Fax: (510) 643-8911
Web page: http://www.escholarship.org/repec/are_ucb/
More information through EDIRC
Polya L-divergence; Bayesian Maximum (A Posteriori) Probability method; Maximum Non-parametric Likelihood method; Empirical Likelihood method;
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Ganesh, Ayalvadi & O'Connell, Neil, 1999. "An inverse of Sanov's theorem," Statistics & Probability Letters, Elsevier, vol. 42(2), pages 201-206, April.
- Antonio Lijoi & Igor Prünster & Stephen G. Walker, 2004. "Contributions to the understanding of Bayesian consistency," ICER Working Papers - Applied Mathematics Series 13-2004, ICER - International Centre for Economic Research.
- Mittelhammer,Ron C. & Judge,George G. & Miller,Douglas J., 2000. "Econometric Foundations Pack with CD-ROM," Cambridge Books, Cambridge University Press, number 9780521623940.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Lisa Schiff).
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.