A posterior convergence rate theorem for general Markov chains

Yang Xing

Communications in Statistics - Theory and Methods, 2023, vol. 52, issue 16, 5910-5921

Abstract: This paper establishes a posterior convergence rate theorem for general Markov chains. Our approach is based on the Hausdorff α-entropy introduced by Xing (Electronic Journal of Statistics 2:848–62, 2008) and Xing and Ranneby (Journal of Statistical Planning and Inference 139 (7):2479–89, 2009). As an application we illustrate our results on a non linear autoregressive model.

Date: 2023
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DOI: 10.1080/03610926.2021.2023183

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