A frequentist approach to Bayesian asymptotics
Ergodic theorem shows that ergodic averages of the posterior draws converge in probability to the posterior mean under the stationarity assumption. The literature also shows that the posterior distribution is asymptotically normal when the sample size of the original data considered goes to infinity...
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| Main Authors: | , , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2018
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/2348 https://ink.library.smu.edu.sg/context/soe_research/article/3347/viewcontent/Frequentist_App_Baynesian_Asymptotics_sv.pdf |
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| Institution: | Singapore Management University |
| Language: | English |