Department of Statistics Unitmark
Dietrich College of Humanities and Social Sciences

The Consistency of Posterior Distribtions in Nonparametric Problems

Publication Date

January, 1997

Publication Type

Tech Report

Author(s)

Andrew Barron, Mark J. Schervish and Larry Wasserman

Abstract

We give conditions that guarantee that the posterior probability of every Hellinger neighborhood of the true density tends to 1 almost surely. The conditions are (i) a smoothness condition on the prior and (ii) a requirement that the prior put positive mass in appropriate neighborhoods of the true density. The results are based on the idea of approximating the set of densities with a finite dimensional set of densities and then computing the Hellinger bracketing metric entropy of the approximating set. We apply the results to some examples.