使用后验模的后验分布的高阶展开

Journal of the Japan Statistical Society. Japanese issue Pub Date : 2008-12-01 DOI:10.14490/JJSS.38.415

Y. Miyata

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引用次数: 2

摘要

利用后验模导出了单参数后验分布的(任意)高阶渐近展开式，并证明了其有效性。导出了后验模的具有误差平方损失的贝叶斯风险的渐近展开式。

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HIGHER ORDER EXPANSIONS FOR POSTERIOR DISTRIBUTIONS USING POSTERIOR MODES

The (arbitrary) higher order asymptotic expansion for posterior distributions of a single parameter is derived by using posterior modes, and its validity is shown. An asymptotic expansion for the Bayes risk with squared error loss of a posterior mode is derived.

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Journal of the Japan Statistical Society. Japanese issue

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