h*******e
发帖数: 68 | 1 The asymptotic equivalence between MLE and Bayes estimates at one time seemed
very hopeful and optimistic for objective Bayesians. But later results showed
that the consistency of Bayes estimate was very dubious, especially in high
dimensional case such as nonparametric problem. The proof of consistency of
Bayes estimate is still far from close. Even in fixed dimension problem, an
arbitary choice on prior (even with proper prior) does not guanrantee
consistency. Special type of prior such as tai | h*******e
发帖数: 68 | 2
的
For subjective Bayes, there is actually NO NEED to discuss asymptotics,
because there is no underlying TRUE model, i.e. parameters has true values.
Objective Bayes do assume a TRUE model with fixed paramters, exactly as
frequentists assume when discussing asymptotics. |
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