Bernstein-von Mises theorem for log-concave posteriors

arXiv (Cornell University) 2026 Preprint Open access

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Authors: Victor-Emmanuel Brunel
DOI: 10.48550/arxiv.2602.10256
Cited by: 0

Abstract

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.

Fields of Study & Subjects

Markov Chains and Monte Carlo Methods Statistical Methods and Bayesian Inference Statistical Methods and Inference

Publication details

Journal / source
arXiv (Cornell University)
Publication date
10 February 2026
Language
EN
Document type
Preprint