论文标题

在伯恩斯坦 - 冯·米塞斯定理上

On the Bernstein-von Mises theorem for the Dirichlet process

论文作者

Ray, Kolyan, van der Vaart, Aad

论文摘要

我们确定后迪里奇莱特过程的拉普拉斯转换会收敛到邻域左侧的限制性布朗桥工艺的转换,而均匀的是Glivenko-Cantelli函数类别。对于实现的随机变量和有限变化的功能,我们加强了所有实数的结果。最后结果通过明确的强近似耦合不等式证明。

We establish that Laplace transforms of the posterior Dirichlet process converge to those of the limiting Brownian bridge process in a neighbourhood about zero, uniformly over Glivenko-Cantelli function classes. For real-valued random variables and functions of bounded variation, we strengthen this result to hold for all real numbers. This last result is proved via an explicit strong approximation coupling inequality.

扫码加入交流群

加入微信交流群

微信交流群二维码

扫码加入学术交流群,获取更多资源