首页    期刊浏览 2024年11月28日 星期四
登录注册

文章基本信息

  • 标题:On Posterior Concentration in Misspecified Models
  • 本地全文:下载
  • 作者:R. V. Ramamoorthi ; Karthik Sriram ; Ryan Martin
  • 期刊名称:Bayesian Analysis
  • 印刷版ISSN:1931-6690
  • 电子版ISSN:1936-0975
  • 出版年度:2015
  • 卷号:10
  • 期号:4
  • 页码:759-789
  • DOI:10.1214/15-BA941
  • 语种:English
  • 出版社:International Society for Bayesian Analysis
  • 摘要:We investigate the asymptotic behavior of Bayesian posterior distributions under independent and identically distributed (i.i.d.) misspecified models. More specifically, we study the concentration of the posterior distribution on neighborhoods of f⋆, the density that is closest in the Kullback–Leibler sense to the true model f0. We note, through examples, the need for assumptions beyond the usual Kullback–Leibler support assumption. We then investigate consistency with respect to a general metric under three assumptions, each based on a notion of divergence measure, and then apply these to a weighted L1-metric in convex models and non-convex models.
国家哲学社会科学文献中心版权所有