Bernstein–von Mises theorem (Q4894580)
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theorem that the posterior converges in the infinite-data limit 𝑁≫1 to a multivariate normal distribution centred at the maximum likelihood estimator with covariance 𝑁⁻¹𝐼(𝜃₀)⁻¹ with 𝜃₀ the true population parameter and 𝐼(𝜃₀) the Fisher information
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bernstein–von Mises theorem |
theorem that the posterior converges in the infinite-data limit 𝑁≫1 to a multivariate normal distribution centred at the maximum likelihood estimator with covariance 𝑁⁻¹𝐼(𝜃₀)⁻¹ with 𝜃₀ the true population parameter and 𝐼(𝜃₀) the Fisher information |
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Wikipedia(3 entries)
- dewiki Satz von Bernstein-von-Mises
- enwiki Bernstein–von Mises theorem
- frwiki Théorème de Bernstein-von Mises