Industrial and Manufacturing Systems Engineering, Statistics
Journal or Book Title
The American Statistician
We present a tractable class of nonregular continuous statistical models where 1) likelihoods have multiple singularities and ordinary maximum likelihood is intrinsically unavailable, but 2) Bayes procedures achieve convergence rates better than n−1 across the whole parameter space. In fact, for every p>1, there is a member of the class for which the posterior distribution is consistent at rate n−puniformly in the parameter.
American Statistical Association
Nordman, Danial J.; Vardeman, Stephen B.; and Bingham, Melissa Ann, "Uniformly Hyper-Efficient Bayes Inference in a Class of Nonregular Problems" (2009). Industrial and Manufacturing Systems Engineering Publications. 147.