Approximated information analysis in Bayesian inference

DOI10.3390/E17031441MaRDI QIDQ294277zbMATHOpenAlexFDO

Authors Jung-In Seo, Yongku Kim

Publication date 15 June 2016

Published in Entropy (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3390/e17031441

zbMATH Keywords

Gibbs samplerLaplace approximationKullback-Leibler divergenceBayesian sensitivity

Mathematics Subject Classification ID

Bayesian inference (62F15)

Recommendations

• Approximated sensitivity analysis in posterior predictive distribution
• MCMC-based local parametric sensitivity estimations
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• Approximately Bayesian Inference
• Accurate Approximations for Posterior Moments and Marginal Densities

Cites work

• A Mathematical Theory of Communication
• Accurate Approximations for Posterior Moments and Marginal Densities
• Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations (with discussion)
• Approximate Posterior Distributions
• On Information and Sufficiency

Cited in

(10)

• Approximated sensitivity analysis in posterior predictive distribution
• Information-Based Evaluation of Approximation Methods in Dempster-Shafer Theory
• MCMC-based local parametric sensitivity estimations
• Role of information in classical and Bayesian modelling
• A further note on Bayesian information topologies
• An information-theoretic approach to effective inference for Z-functionals
• Information-theoretic asymptotics of Bayes methods
• Bayesian or Laplacien inference, entropy and information theory and information geometry in data and signal processing
• Accuracy of posterior approximations via \(\chi^2\) and harmonic divergences
• Inversion of Bayes formula and measures of Bayesian information gain and pairwise dependence

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