Approximating bayesian inference by weighted likelihood

DOI10.1002/CJS.5550340206MaRDI QIDQ5443821zbMATH OpenOpenAlexFDO

Authors Xiao-Gang Wang

Publication date 22 February 2008

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/cjs.5550340206

zbMATH Keywords

weighted likelihoodempirical BayesJames-Stein estimatorhierarchical Bayesentropy losseducational experiments

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Bayesian inference (62F15) Nonparametric regression and quantile regression (62G08) Bayesian problems; characterization of Bayes procedures (62C10) Empirical decision procedures; empirical Bayes procedures (62C12)

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Cites work

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• Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach
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• The Kernel Estimate of a Regression Function in Likelihood-Based Models
• The asymptotic properties of the maximum-relevance weighted likelihood estimators
• Weighted Likelihood Equations with Bootstrap Root Search
• Weighted likelihood estimating equations: The discrete case with applications to logistic regression

Cited in

(18)

• A predictive approach to measuring the strength of statistical evidence for single and multiple comparisons
• A novel weighted likelihood estimation with empirical Bayes flavor
• Nonparametric adaptive likelihood weights
• Multi-agent collaborative infotaxis search based on cognition difference
• A Bayesian method for weighted sampling
• Weighted empirical likelihood inference for multiple samples
• Data fusion using weighted likelihood
• A weighted strategy to handle likelihood uncertainty in Bayesian inference
• Weighted likelihood recapture estimation of detection probabilities from an ice‐based survey of bowhead whales
• Shrinkage of dispersion parameters in the binomial family, with application to differential exon skipping
• Partition Weighted Approach For Estimating the Marginal Posterior Density With Applications
• Improved return level estimation via a weighted likelihood, latent spatial extremes model
• On Bayesian estimation of marginal structural models
• scientific article; zbMATH DE number 4166343 (Why is no real title available?)
• Likelihood tempering in dynamic model averaging
• Combining ungrouped and grouped wildfire data to estimate fire risk
• Fractionally-supervised classification
• A foundational justification for a weighted likelihood approach to inference

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