Moderate Deviations for Bayes Posteriors
Peter Eichelsbacher, Ayalvadi Ganesh · Scandinavian Journal of Statistics · 2002
Let (Xk)k∈ be a sequence of i.i.d. random variables taking values in a set ω, and consider the problem of estimating the law of X1 in a Bayesian framework. We prove, under mild conditions on the prior, that the sequence of posterior distributions satisfies a moderate deviation principle.