A posterior convergence rate theorem for general Markov chains
(2023) In Communications in Statistics - Theory and Methods 52(16). p.5910-5921- Abstract
This paper establishes a posterior convergence rate theorem for general Markov chains. Our approach is based on the Hausdorff α-entropy introduced by Xing (Electronic Journal of Statistics 2:848–62, 2008) and Xing and Ranneby (Journal of Statistical Planning and Inference 139 (7):2479–89, 2009). As an application we illustrate our results on a non linear autoregressive model.
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/3a4c3ad5-505e-4083-8ce7-59b597613535
- author
- Xing, Yang LU
- organization
- publishing date
- 2023
- type
- Contribution to journal
- publication status
- published
- subject
- keywords
- 62F15, 62G07, 62G20, Density function, Hausdorff entropy, Hellinger metric, Markov chain, posterior distribution, rate of convergence
- in
- Communications in Statistics - Theory and Methods
- volume
- 52
- issue
- 16
- pages
- 5910 - 5921
- publisher
- Marcel Dekker
- external identifiers
-
- scopus:85124882980
- ISSN
- 0361-0926
- DOI
- 10.1080/03610926.2021.2023183
- language
- English
- LU publication?
- yes
- id
- 3a4c3ad5-505e-4083-8ce7-59b597613535
- date added to LUP
- 2022-04-12 08:26:52
- date last changed
- 2023-10-26 14:58:52
@article{3a4c3ad5-505e-4083-8ce7-59b597613535, abstract = {{<p>This paper establishes a posterior convergence rate theorem for general Markov chains. Our approach is based on the Hausdorff α-entropy introduced by Xing (Electronic Journal of Statistics 2:848–62, 2008) and Xing and Ranneby (Journal of Statistical Planning and Inference 139 (7):2479–89, 2009). As an application we illustrate our results on a non linear autoregressive model.</p>}}, author = {{Xing, Yang}}, issn = {{0361-0926}}, keywords = {{62F15; 62G07; 62G20; Density function; Hausdorff entropy; Hellinger metric; Markov chain; posterior distribution; rate of convergence}}, language = {{eng}}, number = {{16}}, pages = {{5910--5921}}, publisher = {{Marcel Dekker}}, series = {{Communications in Statistics - Theory and Methods}}, title = {{A posterior convergence rate theorem for general Markov chains}}, url = {{http://dx.doi.org/10.1080/03610926.2021.2023183}}, doi = {{10.1080/03610926.2021.2023183}}, volume = {{52}}, year = {{2023}}, }