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A posterior convergence rate theorem for general Markov chains

Xing, Yang LU (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:
author
organization
publishing date
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
Taylor & Francis
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
2025-10-14 10:31:39
@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    = {{Taylor & Francis}},
  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}},
}