Exponential and Bayesian conjugate families: Review and extensions. (With discussion)

DOI10.1007/BF02564426zbMATH Open0891.62017OpenAlexW1986558198MaRDI QIDQ1367084FDOQ1367084

Authors E. Gutiérrez-Peña, A. F. M. Smith

Publication date 9 November 1997

Published in Test (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02564426

zbMATH Keywords

reducibilityquadratic variance functionunified approachconjugate family of distributionsexponential family likelihoodsenriched priorextended conjugate familyposterior linearityreparameterisationsskewness vector

Mathematics Subject Classification ID

Bayesian inference (62F15) Characterization and structure theory of statistical distributions (62E10)

Recommendations

• Conjugate Exponential Family Priors For Exponential Family Likelihoods
• scientific article; zbMATH DE number 2119838
• An Exponential Family on the Upper Half Plane and Its Conjugate Prior
• scientific article; zbMATH DE number 222653
• Conjugate priors for exponential-type processes

Cites work

• scientific article; zbMATH DE number 3844820 (Why is no real title available?)
• scientific article; zbMATH DE number 4066020 (Why is no real title available?)
• scientific article; zbMATH DE number 4082773 (Why is no real title available?)
• scientific article; zbMATH DE number 4102269 (Why is no real title available?)
• scientific article; zbMATH DE number 3716595 (Why is no real title available?)
• scientific article; zbMATH DE number 9834 (Why is no real title available?)
• scientific article; zbMATH DE number 44577 (Why is no real title available?)
• scientific article; zbMATH DE number 192992 (Why is no real title available?)
• scientific article; zbMATH DE number 3506085 (Why is no real title available?)
• scientific article; zbMATH DE number 3602484 (Why is no real title available?)
• scientific article; zbMATH DE number 578421 (Why is no real title available?)
• scientific article; zbMATH DE number 1494998 (Why is no real title available?)
• scientific article; zbMATH DE number 3273551 (Why is no real title available?)
• scientific article; zbMATH DE number 3189754 (Why is no real title available?)
• A characterization of the Wishart exponential families by an invariance property
• Characterizing priors by posterior expectations in multiparameter exponential families
• Conjugate Exponential Family Priors For Exponential Family Likelihoods
• Conjugate Parameterizations for Natural Exponential Families
• Conjugate Priors for Exponential Families Having Quadratic Variance Functions
• Conjugate priors for exponential families
• Moments for the canonical parameter of an exponential family under a conjugate distribution
• Natural exponential families with quadratic variance functions
• Natural exponential families with quadratic variance functions: Statistical theory
• Natural real exponential families with cubic variance functions
• Sur une propriété des familles exponentielles naturelles de variance quadratique
• The diagonal multivariate natural exponential families and their classification

Cited in

(35)

• Bayesian hypothesis testing for Gaussian graphical models: conditional independence and order constraints
• A characterization of conjugate priors in exponential families with application to inverse regression
• A Bayesian approach to aggregate experts' initial information
• Gibbs sampling, exponential families and orthogonal polynomials
• On standard conjugate families for natural exponential families with bounded natural parameter space
• Extensions of the conjugate prior through the Kullback--Leibler separators
• Specification and identification issues in models involving a latent hierarchical structure
• Conjugacy of probability distributions in statistical problems
• Reference priors for exponential families
• Bayesian analysis of finite mixtures of multinomial and negative-multinomial distributions
• General dependence structures for some models based on exponential families with quadratic variance functions
• scientific article; zbMATH DE number 3846634 (Why is no real title available?)
• Moments under conjugate distributions in bioassay
• On the association between a random parameter and an observable
• Conjugate Exponential Family Priors For Exponential Family Likelihoods
• Conjugate Priors Represent Strong Pre-Experimental Assumptions
• How regular are conjugate exponential families?
• Standardized posterior mode for the flexible use of a conjugate prior
• Single observation unbiased priors
• Bayesian prediction of a density function in terms of \(e\)-mixture
• Bayesian approach to cubic natural exponential families
• A note on the prior parameter choice in finite mixture models of distributions from exponential families
• A decision-theoretical view of default priors
• Conjugate Location-Dispersion Families
• Fiducial, confidence and objective Bayesian posterior distributions for a multidimensional parameter
• Invariant conjugate analysis for exponential families
• Inference on exponential families with mixture of prior distributions
• Bayesian analysis of finite mixture models of distributions from exponential families
• Characterization of conjugate priors for discrete exponential families
• Reference priors for exponential families with simple quadratic variance function
• On conjugate families and Jeffreys priors for von Mises-Fisher distributions
• Enriched conjugate and reference priors for the Wishart family on symmetric cones
• Merging experts' opinions: a Bayesian hierarchical model with mixture of prior distributions
• Fiducial and confidence distributions for real exponential families
• A note on an assertion by E. Gutiérrez-Peña and A. F. M. Smith (test, 1997, p. 87)

This page was built for publication: Exponential and Bayesian conjugate families: Review and extensions. (With discussion)

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1367084)