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A General Bernstein--von Mises Theorem in semiparametric models
A General Bernstein von Mises Theorem semiparametric models
2013/6/14
A Bernstein-von Mises theorem is derived for general semiparametric functionals. The result is applied to a variety of semiparametric problems, in i.i.d. and non-i.i.d. situations. In particular, new ...
A Bernstein-Von Mises Theorem for discrete probability distributions
Bernstein-Von Mises Theorem Entropy estimation non-parametric Bayesian statistics Discrete models Concentration inequalities
2009/9/16
We investigate the asymptotic normality of the posterior distribution in the discrete setting, when model dimension increases with sample size. We consider a probability mass function $theta_0$ on $ma...
The Bernstein-von Mises Theorem for Stationary Processes
Bernstein-von Mises theorem short- and long-memory stationary processes
2009/3/5
This paper discusses the asymptotic properties of the posterior density under Whittle measure. The Bernstein-von Mises theorem is shown for short- and long-memory stationary processes. Applications to...