Normal approximation to the posterior distribution for generalized linear models with many covariates

zbMath0888.62071MaRDI QIDQ1376538

Subhashis Ghosal

Publication date: 27 January 1998

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

exponential familyposterior distributionnormal approximationposterior consistencyhigh dimensionDempster model

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Bayesian inference (62F15) Generalized linear models (logistic models) (62J12)

Related Items (12)

Two-step Bayesian methods for generalized regression driven by partial differential equations ⋮ Bernstein-von Mises theorems for functionals of the covariance matrix ⋮ Contraction of a quasi-Bayesian model with shrinkage priors in precision matrix estimation ⋮ Bayesian regression based on principal components for high-dimensional data ⋮ Bayesian model diagnostics using functional Bregman divergence ⋮ Asymptotic expansion of the posterior density in high dimensional generalized linear models ⋮ Reference priors for exponential families with increasing dimension ⋮ Bayesian variable selection for high dimensional generalized linear models: convergence rates of the fitted densities ⋮ Contraction properties of shrinkage priors in logistic regression ⋮ Unnamed Item ⋮ Asymptotic normality of posterior distributions for exponential families when the number of parameters tends to infinity. ⋮ Asymptotic posterior normality of multivariate latent traits in an IRT model

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