Normal approximation to the posterior distribution for generalized linear models with many covariates

MaRDI QIDQ1376538zbMATH OpenFDO

Authors Subhashis Ghosal

Publication date 27 January 1998

Published in Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

Dempster modelexponential familyhigh dimensionnormal approximationposterior consistencyposterior distribution

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Bayesian inference (62F15) Generalized linear models (logistic models) (62J12)

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Cited in

(18)

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• Asymptotic normality of posterior distributions for exponential families when the number of parameters tends to infinity.
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• Reference priors for exponential families with increasing dimension
• Asymptotic posterior normality of multivariate latent traits in an IRT model
• Two-step Bayesian methods for generalized regression driven by partial differential equations
• Contraction of a quasi-Bayesian model with shrinkage priors in precision matrix estimation
• Contraction properties of shrinkage priors in logistic regression
• Bayesian variable selection for high dimensional generalized linear models: convergence rates of the fitted densities
• Bernstein-von Mises theorems for functionals of the covariance matrix
• Bayesian regression based on principal components for high-dimensional data
• Bayesian model diagnostics using functional Bregman divergence
• Asymptotic expansion of the posterior density in high dimensional generalized linear models
• Asymptotic normality of posterior distributions for generalized linear mixed models
• scientific article; zbMATH DE number 7306861 (Why is no real title available?)
• Asymptotic normality, concentration, and coverage of generalized posteriors
• A conditional Bayesian approach with valid inference for high dimensional logistic regression
• Bayesian inference in high-dimensional models

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