Convergence rates of posterior distributions
Subhashis Ghosal, Jayanta K. Ghosh, Aad van der Vaart · The Annals of Statistics · 2000
We consider the asymptotic behavior of posterior distributions and Bayes estimators for infinite-dimensional statistical models. We give general results on the rate of convergence of the posterior measure. These are applied to several examples, including priors on finite sieves, log-spline models, Dirichlet processes and interval censoring.