Bernstein-von Mises theorem for log-concave posteriors
Fuente:
arXiv
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| Autor principal: | |
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| Formato: | Preprint |
| Publicado: |
2026
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| Materias: | |
| Acceso en línea: | |
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| _version_ | 1866912896221446144 |
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| author | Brunel, Victor-Emmanuel |
| author_facet | Brunel, Victor-Emmanuel |
| contents | We prove new, general versions of Bernstein-von Mises theorem for both well-specified and misspecified models when the log-likelihood is concave in the parameter and the prior distribution is log-concave. Unlike classical versions of Bernstein-von Mises theorem, our versions do not require technical smoothness assumptions, and they solely rely on convex analysis. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2602_10256 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Bernstein-von Mises theorem for log-concave posteriors Brunel, Victor-Emmanuel Statistics Theory We prove new, general versions of Bernstein-von Mises theorem for both well-specified and misspecified models when the log-likelihood is concave in the parameter and the prior distribution is log-concave. Unlike classical versions of Bernstein-von Mises theorem, our versions do not require technical smoothness assumptions, and they solely rely on convex analysis. |
| title | Bernstein-von Mises theorem for log-concave posteriors |
| topic | Statistics Theory |
| url | https://arxiv.org/abs/2602.10256 |