A random weighting approach for posterior distributions
Zaiying Zhou, Ying Yang · Communication in Statistics- Theory and Methods · 2015
In Bayesian theory, calculating a posterior probability distribution is highly important but typically difficult. Therefore, some methods have been proposed to deal with such problem, among which, the most popular one is the asymptotic expansions of posterior distributions. In this paper, we propose an alternative approach, named a random weighting method, for scaled posterior distributions, and give an ideal convergence rate, o(n( − 1/2)), which serves as the theoretical guarantee for methods of numerical simulations.