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

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

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)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Conjugate priors for exponential families
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Natural exponential families with quadratic variance functions
• Natural exponential families with quadratic variance functions: Statistical theory
• The diagonal multivariate natural exponential families and their classification
• Title not available (Why is that?)
• Natural real exponential families with cubic variance functions
• Conjugate Exponential Family Priors For Exponential Family Likelihoods
• Conjugate Parameterizations for Natural Exponential Families
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Moments for the canonical parameter of an exponential family under a conjugate distribution
• Conjugate Priors for Exponential Families Having Quadratic Variance Functions
• A characterization of the Wishart exponential families by an invariance property
• Title not available (Why is that?)
• Sur une propriété des familles exponentielles naturelles de variance quadratique
• Characterizing priors by posterior expectations in multiparameter exponential families
• Title not available (Why is that?)

Cited In (32)

• Inference on exponential families with mixture of prior distributions
• Bayesian analysis of finite mixtures of multinomial and negative-multinomial distributions
• Specification and identification issues in models involving a latent hierarchical structure
• Characterization of conjugate priors for discrete exponential families
• Fiducial, confidence and objective Bayesian posterior distributions for a multidimensional parameter
• A decision-theoretical view of default priors
• Bayesian analysis of finite mixture models of distributions from exponential families
• How regular are conjugate exponential families?
• On conjugate families and Jeffreys priors for von Mises-Fisher distributions
• Merging experts' opinions: a Bayesian hierarchical model with mixture of prior distributions
• Conjugacy of probability distributions in statistical problems
• Reference priors for exponential families
• Reference priors for exponential families with simple quadratic variance function
• On the association between a random parameter and an observable
• Conjugate Exponential Family Priors For Exponential Family Likelihoods
• A note on an assertion by E. Gutiérrez-Peña and A. F. M. Smith (test, 1997, p. 87)
• Enriched conjugate and reference priors for the Wishart family on symmetric cones
• Gibbs sampling, exponential families and orthogonal polynomials
• Conjugate Priors Represent Strong Pre-Experimental Assumptions
• Extensions of the conjugate prior through the Kullback--Leibler separators
• Standardized posterior mode for the flexible use of a conjugate prior
• A Bayesian approach to aggregate experts' initial information
• Title not available (Why is that?)
• Moments under conjugate distributions in bioassay
• Single observation unbiased priors
• Conjugate Location-Dispersion Families
• Bayesian hypothesis testing for Gaussian graphical models: conditional independence and order constraints
• Fiducial and Confidence Distributions for Real Exponential Families
• General dependence structures for some models based on exponential families with quadratic variance functions
• Bayesian prediction of a density function in terms of \(e\)-mixture
• On standard conjugate families for natural exponential families with bounded natural parameter space
• A note on the prior parameter choice in finite mixture models of distributions from exponential families

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)