A frequentist approach to Bayesian asymptotics

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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書目詳細資料
Main Authors:	CHENG, Tingting, GAO, Jiti, PHILLIPS, Peter C. B.
格式:	text
語言:	English
出版:	Institutional Knowledge at Singapore Management University 2018
主題:	Bayesian average Conditional mean estimation Ergodic theorem Summary statistic Econometrics
在線閱讀:	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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