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Research article, 2008

Sufficient conditions for Bayesian consistency

Xing, Yang; Ranneby, Bo


We introduce the Hausdorff alpha-entropy to study the strong Hellinger con-sistency of posterior distributions. We obtain general Bayesian consistency theorems which extend the well-known results of Barron, Schervish and Wasserman (1999), Ghosal, Ghosh and Ramamoorthi (1999) and Walker (2004). As an application we strengthen previous results on Bayesian consistency of the (normal) mixture models


Hellinger consistency; posterior distribution; sieve; infinite-dimensional model

Published in

Research report (Centre of Biostochastics)
2008, number: 6, pages: 1-21
Publisher: Centre of Biostochastics, SLU