Some new formulae for posterior expectations and Bartlett corrections

DOI10.1007/BF02595727zbMATH Open1044.62034OpenAlexW2049414988MaRDI QIDQ1875705FDOQ1875705

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

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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)

Cites Work

• The Calculation of Posterior Distributions by Data Augmentation
• Accurate Approximations for Posterior Moments and Marginal Densities
• Fully Exponential Laplace Approximations to Expectations and Variances of Nonpositive Functions
• Tools for statistical inference. Methods for the exploration of posterior distributions and likelihood functions.
• Title not available (Why is that?)
• 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
• An accurate method for approximate conditional and Bayesian inference about linear regression models from censored data
• A framework for Bayesian and likelihood approximations in statistics

Cited In (6)

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

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