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$\begingroup$ Thank you for putting the Bernstein-von Mises theorem on the map for me. My guess is that in BDA Andrew Gelman had this theorem in mind when he referred to approximating the posterior with a multivariate normal distribution. I find it quite fascinating. $\endgroup$

ColorStatistics
– ColorStatistics

2023-01-11 11:15:39 +00:00
Commented Jan 11, 2023 at 11:15

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