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

zbMATH Open0888.62071MaRDI QIDQ1376538FDOQ1376538

Authors: Subhashis Ghosal 

Publication date: 27 January 1998

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

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zbMATH Keywords

normal approximationexponential familyposterior distributionhigh dimensionposterior consistencyDempster model

Mathematics Subject Classification ID

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

Cited In (14)

• Bayesian model diagnostics using functional Bregman divergence
• Asymptotic expansion of the posterior density in high dimensional generalized linear models
• Bayesian regression based on principal components for high-dimensional data
• Title not available (Why is that?)
• Contraction properties of shrinkage priors in logistic regression
• Optimal Gaussian approximations to the posterior for log-linear models with Diaconis-Ylvisaker priors
• Bayesian variable selection for high dimensional generalized linear models: convergence rates of the fitted densities
• Two-step Bayesian methods for generalized regression driven by partial differential equations
• Bernstein-von Mises theorems for functionals of the covariance matrix
• Asymptotic normality of posterior distributions for exponential families when the number of parameters tends to infinity.
• Contraction of a quasi-Bayesian model with shrinkage priors in precision matrix estimation
• Asymptotic normality of posterior distributions for generalized linear mixed models
• Reference priors for exponential families with increasing dimension
• Asymptotic posterior normality of multivariate latent traits in an IRT model

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