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High dimensional Bernstein-von Mises: simple examples
In Gaussian sequence models with Gaussian priors, we develop some simple examples to illustrate three perspectives on matching of posterior and frequentist probabilities when the dimension p increases with sample size n: (i) convergence of joint posterior distributions, (ii) behavior of a non-linear...
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
2010
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| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC2990974/ https://ncbi.nlm.nih.gov/pubmed/21113327 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1214/10-IMSCOLL607 |
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