Semiparametric Bernstein-von Mises theorems from Stein's method

Abstract

We introduce a novel proof strategy for semiparametric Bernstein-von Mises theorems based on Stein's method combined with an information-geometric framework. Rather than controlling the effect of the prior on the asymptotic marginal posterior distribution of the functional of interest through the stability of an integrated likelihood under a suitable perturbation, we characterise its influence through the prior-weighted divergence of suitable vector fields over the statistical model. Applying Stein's method in this setting instead of the usual Laplace-transform approach yields explicit non-asymptotic upper bounds on the bounded-Lipschitz distance between marginal posterior distributions and the corresponding Gaussian limits predicted by semiparametric efficiency theory. These bounds consist entirely of local scalar differential quantities associated with the functional, the prior and a chosen vector field-typically related to the efficient influence function-evaluated over posterior contraction sets. We apply the theory to quadratic functionals in Gaussian white-noise models and to linear, quadratic and general integral functionals in histogram density models, with both conjugate and non-conjugate priors. For linear and quadratic functionals, the same theory identifies the differential term responsible for posterior bias and allows us to remove it through a natural functional correction, yielding Bernstein-von Mises-type theorems in regimes where they may fail for the original uncorrected functional.