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Unconditional large deviation principles for Dirichlet posterior and Bayesian bootstrap

Abstract

The unconditional or annealed large deviation principles are established for the Dirichlet posterior and the Bayesian bootstrap. The rate functions are identified explicitly, which provide new measurements of divergence between probabilities. As applications, we study the asymptotic efficiencies of the Dirichlet posterior mean and the Bayesian bootstrap mean.

Authors

Feng S

Journal

The Annals of Applied Statistics, Vol. 35, No. 4, pp. 2967–2982

Publisher

Institute of Mathematical Statistics

Publication Date

August 1, 2025

DOI

10.1214/25-aap2202

ISSN

1932-6157

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