Calibrating general posterior credible regions

DOI10.1093/biomet/asy054zbMath1454.62105arXiv1509.00922OpenAlexW2560068110WikidataQ129298037 ScholiaQ129298037MaRDI QIDQ4973611

Nicholas Syring, Ryan Martin

Publication date: 28 November 2019

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1509.00922

zbMATH Keywords

bootstrapstochastic approximationcoverage probabilitymodel misspecificationGibbs posterior distribution

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Bayesian inference (62F15) Bootstrap, jackknife and other resampling methods (62F40) Stochastic approximation (62L20)

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