A posterior convergence rate theorem for general Markov chains
This paper establishes a posterior convergence rate theorem for general Markov chains. Our approach is based on the Hausdorff α-entropy introduced by Xing (Electronic Journal of Statistics 2:848–62, 2008) and Xing and Ranneby (Journal of Statistical Planning and Inference 139 (7):2479–89, 2009). As an application we illustrate our results on a non linear autoregressive model.