MCMC样本确定的后验密度的收敛性

ON THE CONVERGENCES OF A POSTERIOR DENSITY DETERMINED BY MCMC SAMPLERS

本文讨论用 MCMC样本确定的缺失数据的后验分布收敛到精确分布的问题 ,给出了几种度量形式下的收敛性 .并严格证明了经验分布的后验形式的几个极限定理 .

In this paper, we discuss the convergences that a posterior density, which be determined by MCMC samplers, approach to its exact posterior density, with a few forms of metrics.