Conjugate priors for exponential families

From MaRDI portal
Publication:1257301

DOI10.1214/aos/1176344611zbMath0405.62011OpenAlexW2143143555WikidataQ100320961 ScholiaQ100320961MaRDI QIDQ1257301

Donald Ylvisaker, Persi Diaconis

Publication date: 1979

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176344611



Related Items

Conditioning on uncertain event: Extensions to Bayesian inference., Approximating priors by finite mixtures of conjugate distributions for an exponential family, Single observation unbiased priors, Some aspects of Bayesian loss-robustness, Exponential families of stochastic processes and Lévy processes, Bayesian credibility for GLMs, Approximation of improper priors, A new prior for discrete DAG models with a restricted set of directions, A general method for robust Bayesian modeling, A general optimal approach to Bühlmann credibility theory, Characterizing priors by posterior expectations in multiparameter exponential families, Estimation of a normal mixture model through Gibbs sampling and prior feedback, A predictivistic interpretation of the multivariate \(t\)-distribution, Finite exchangeability and linear regression, An identity for multidimensional continuous exponential families and its applications, The \(2d+4\) simple quadratic natural exponential families on \(\mathbb{R}^ d\), Exact credibility reference Bayesian premiums, Approximating the operating characteristics of Bayesian uncertainty directed trial designs, On the value of information in multi-agent decision theory, On some characterizations of the \(t\)-distribution, Exponential and Bayesian conjugate families: Review and extensions. (With discussion), Intrinsic posterior regret gamma-minimax estimation for the exponential family of distributions, A property of natural exponential families in \(\mathbb{R}^ n\) with simple quadratic variance functions, Full predictivistic modeling of stock market data: application to change point problems, Empirical Bayes sequential estimation fro exponential families: the untruncated component, On Bayes' test for the population mean of bounded observations, Sums of possibly associated multivariate indicator functions: the Conway-Maxwell-multinomial distribution, Semiparametric errors-in-variables models. A Bayesian approach, How regular are conjugate exponential families?, A note on quasi-likelihood for exponential families, Bayesian analysis of a change-point in exponential families with applications., Power prior elicitation in Bayesian quantile regression, A decision-theoretical view of default priors, On conjugate families and Jeffreys priors for von Mises-Fisher distributions, Gibbs sampling, exponential families and orthogonal polynomials, Comment: Lancaster probabilities and Gibbs sampling, A model of prior ignorance for inferences in the one-parameter exponential family, A generalized framework for classical test theory, Approximate predictive densities and their applications in generalized linear models, High dimensional posterior convergence rates for decomposable graphical models, Constructing informative model priors using hierarchical methods, Minimax sequential estimation plans for exponential-type processes, Stitching pairs of Lévy processes into harnesses, Credibility theory: A new view from the theory of second order optimal statistics., A Bayesian approach to aggregate experts' initial information, A Metropolis-Hastings based method for sampling from the \(G\)-Wishart distribution in Gaussian graphical models, Sparse covariance estimation in heterogeneous samples, Random graphs with a given degree sequence, Copula Gaussian graphical models and their application to modeling functional disability data, Updating of moments, Updating toward the signal, Bayes factors and the geometry of discrete hierarchical loglinear models, Predictive construction of priors in Bayesian nonparametrics, Asymptotic minimax risk of predictive density estimation for non-parametric regression, Admissible estimators of binomial probability and the inverse Bayes rule map, Inequalities for predictive ratios and posterior variances in natural exponential families, A note on extendibility and predictivistic inference in finite populations, Enriched conjugate and reference priors for the Wishart family on symmetric cones, A new approach to the credibility formula, Power prior distributions for generalized linear models, Synthesizing categorical datasets to enhance inference, A characterization of the Dirichlet process, Regime change in large information networks, Generating realistic labelled, weighted random graphs, Efficient Bayesian regularization for graphical model selection, Conjugate priors for exponential-type processes, Linear estimators of a location parameter and canonical parameter estimators for a Poisson distribution, Posteriors, conjugacy, and exponential families for completely random measures, Sums of possibly associated Bernoulli variables: the Conway-Maxwell-binomial distribution, Towards a geometry of imprecise inference, Optimal Gaussian approximations to the posterior for log-linear models with Diaconis-Ylvisaker priors, Modeling correlated marker effects in genome-wide prediction via Gaussian concentration graph models, Unbiased Bayes estimates and improper priors, Adding a parameter to the exponential and Weibull distributions with applications, Semi-parametric dynamic time series modelling with applications to detecting neural dynamics, The mode oriented stochastic search (MOSS) algorithm for log-linear models with conjugate priors, Analysing exponential random graph (p-star) models with missing data using Bayesian data augmentation, Influence of the prior distribution on the risk of the Bayes rule, Standardized posterior mode for the flexible use of a conjugate prior, Variable transformation to obtain geometric ergodicity in the random-walk Metropolis algorithm, Model selection in the space of Gaussian models invariant by symmetry, Enriched multinormal priors revisited, Flexible covariance estimation in graphical Gaussian models, On a class of multivariate normal selection priors and its applications in Bayesian inference, Generalized variance and exponential families, More on connections between Wishart and matrix GIG distributions, Predictivistic characterizations of multivariate Student-\(t\) models, Bayesian analysis of finite mixtures of multinomial and negative-multinomial distributions, On the real natural exponential families of grand-Babel, A Bayesian nonparametric approach to test equating, Cultural transmission with incomplete information, A conjugate prior for discrete hierarchical log-linear models, Credibility evaluation for the exponential dispersion family, General dependence structures for some models based on exponential families with quadratic variance functions, Sequential credibility evaluation for symmetric location claim distributions, A martingale approach for detecting the drift of a Wiener process, A note on the posterior expected loss as a measure of accuracy in Bayesian methods, A method to construct exponential families by representation theory, The Stein effect for Fréchet means, Estimation for a class of generalized state-space time series models., Bayesian least squares estimates of univariate regression functions, On Measuring Loss Robustness Using Maximum A Posteriori Estimate, An Asymptotic Second-Order Lower Bound for the Bayes Risk of a Sequential Procedure, Characterizing Dirichlet Priors, Conjugate analysis of multivariate normal data with incomplete observations, On Stochastic Approximation and Credibility, On selecting the best treatment in a generalized linear model, Bayesian approach to change point problems, Shrinkage estimation in multilevel normal models, Unnamed Item, Bayesian approach to cubic natural exponential families, The estimation of phase-type related functionals using Markov chain Monte Carlo methods, Prior near ignorance for inferences in thek-parameter exponential family, Wishart distributions for decomposable graphs, Bayesian prediction of a density function in terms of \(e\)-mixture, Multitude of multivariatet-distributions, Estimation procedures with delayed observations, Una familia de distribuciones conjugadas para un proceso ARE (1), A conjugate family for ar(1) processes with exponential errors, Asymptotic efficiency in sequential designs for estimation in the exponential family case, Characterizations of mixtures of continuous distributions by their posterior means, Sequential Monte Carlo samplers to fit and compare insurance loss models, Calibrated Bayes factors for model comparison, Latent multivariate log-gamma models for high-dimensional multitype responses with application to daily fine particulate matter and mortality counts, A Regression Modeling Approach to Structured Shrinkage Estimation, Joint Bayesian analysis of multiple response-types using the hierarchical generalized transformation model, Bayesian inference for the weights in logarithmic pooling, Informative priors for the consensus ranking in the Bayesian Mallows model, Wishart laws and variance function on homogeneous cones, Empirical Bayes Mean Estimation With Nonparametric Errors Via Order Statistic Regression on Replicated Data, Power transformations of relative count data as a shrinkage problem, Conjugate priors and bias reduction for logistic regression models, High-dimensional Bernstein-von Mises theorem for the Diaconis-Ylvisaker prior, Wishart distributions for decomposable covariance graph models, Gibbs sampling, conjugate priors and coupling, Model misspecification, Bayesian versus credibility estimation, and Gibbs posteriors, On standard conjugate families for natural exponential families with bounded natural parameter space, Sampling hierarchies of discrete random structures, Variable selection in quantile regression via Gibbs sampling, Bayesian graph selection consistency under model misspecification, A class of models for Bayesian predictive inference, A maximum-entropy approach to the linear credibility formula, Riesz measures and Wishart laws associated to quadratic maps, A new Bayesian wavelet thresholding estimator of nonparametric regression, Conjugate priors and posterior inference for the matrix Langevin distribution on the Stiefel manifold, Bayesian Hierarchical Models With Conjugate Full-Conditional Distributions for Dependent Data From the Natural Exponential Family, Asymptotically pointwise optimal rules of sequential estimation of mean vector when an information matrix has some structure in a multivariate normal population, Sequential procedure for software reliability estimation, The admissibility of the maximum likelihood estimator for decomposable log-linear interaction models for contingency tables, Nonparametric bayesian inference for dichotomous response models, Sequential Change-Point Detection When the Pre- and Post-Change Parameters are Unknown, Extensions of the conjugate prior through the Kullback--Leibler separators, On credibility evaluation and the tail area of the exponential dispersion family, On stopping times and stochastic monotonicity, Exchangeability, predictive sufficiency and Bayesian bootstrap, Coherency conditions for finite exchangeable inference, On uniform continuity of posterior distributions, On the geometry of Bayesian inference, Hoeffding decompositions and urn sequences, Bayesian Methods for a Three-State Model for Rodent Carcinogenicity Studies, A channel-based perspective on conjugate priors, On the bounded regret of empirical bayes estimators, A.P.O. rules are asymptotically non deficient for estimation with squared error loss, Power series distributions and their conjgates in stochastic modeling and baysian inference, A Bayesian Approach to Sequential Surveillance in Exponential Families, Empirical bayes approach to bayes sequential estimation: the poisson and bernoulli cases, A Bayesian approach to some overdispersion models, Second Order Bayes Prediction of Functionals of Exponential Dispersion Distributions and an Application to the Prediction of the Tails, On implications of credible means being exact bayesian, Non-informative invariant priors yield peculiar marginals, Decreasing Marginal Value of Information Under Symmetric Loss, Bayes Predictor of One-Parameter Exponential Family Type Population Mean Under Balanced Loss Function, On the Bayesian Estimation for the Uniform Scale Parameter via a Functional Equation, Cumulative distribution functions for the five simplest natural exponential families, An evaluation of bayes posterior probability regions for a survival curve, On the risk of credibility premium rules, Exponential dispersion models and credibility, An Exponential Family on the Upper Half Plane and Its Conjugate Prior, Lower bounds on the bayes risk eor statistical prediction problems, Objective Bayes Factors for Gaussian Directed Acyclic Graphical Models, Sample Size Determination for Credibility Estimation