Some new formulae for posterior expectations and Bartlett corrections

DOI10.1007/BF02595727MaRDI QIDQ1875705zbMATH OpenOpenAlexFDO

Authors Samer A. Kharroubi, Trevor Sweeting

Publication date 30 August 2004

Published in Test (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02595727

zbMATH Keywords

approximate Bayesian inferenceLaplace approximationpredictive distributionhigher-order asymptoticssigned root log-likelihood ratioBayesian Bartlett correction

Mathematics Subject Classification ID

Bayesian inference (62F15) Asymptotic distribution theory in statistics (62E20) Parametric tolerance and confidence regions (62F25)

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Cites work

• scientific article; zbMATH DE number 4100386 (Why is no real title available?)
• A framework for Bayesian and likelihood approximations in statistics
• Accurate Approximations for Posterior Moments and Marginal Densities
• An accurate method for approximate conditional and Bayesian inference about linear regression models from censored data
• Approximations of marginal tail probabilities and inference for scalar parameters
• Approximations of marginal tail probabilities for a class of smooth functions with applications to Bayesian and conditional inference
• Fully Exponential Laplace Approximations to Expectations and Variances of Nonpositive Functions
• The Calculation of Posterior Distributions by Data Augmentation
• Tools for statistical inference. Methods for the exploration of posterior distributions and likelihood functions.

Cited in

(6)

• A novel formulation for approximate Bayesian computation based on signed roots of log-density ratios
• Posterior simulation via the exponentially tilted signed root log-likelihood ratio
• A new approximation of the posterior distribution of the log–odds ratio
• Characterization of priors under which Bayesian and frequentist Bartlett corrections are equivalent in the multiparameter case
• Applications of Laplace’s method in Bayesian analysis and related topics
• Approximate marginal densities of independent parameters

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