Normal approximation for the posterior in exponential families
In this paper we obtain quantitative Bernstein-von Mises type bounds on the normal approximation of the posterior distribution in exponential family models when centering either around the posterior mode or around the maximum likelihood estimator. Our bounds, obtained through a version of Stein'...
| Main Authors: | , , , |
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| Format: | Internet publication |
| Language: | English |
| Published: |
arXiv / Cornell University
2022
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