In this paper, we review some recent results obtained in the context of Bayesian non and semiparametric models in terms of posterior concentration, Bernstein-von Mises theorems and tests. Then two specific cases are studied in more details. The first concerns tests for monotonicity and the second some asymptotic properties of empirical Bayes procedures.

On some aspects of the asymptotic properties of Bayesian approaches in nonparametric and semiparametric models

Scricciolo, Catia
2014-01-01

Abstract

In this paper, we review some recent results obtained in the context of Bayesian non and semiparametric models in terms of posterior concentration, Bernstein-von Mises theorems and tests. Then two specific cases are studied in more details. The first concerns tests for monotonicity and the second some asymptotic properties of empirical Bayes procedures.
2014
Bernstein-von Mises theorem
Posterior concentration rates
Semiparametric models
Tests
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11562/927969
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