Approximated information analysis in Bayesian inference

DOI10.3390/E17031441zbMATH Open1341.62096OpenAlexW2015829872MaRDI QIDQ294277FDOQ294277

Authors: Jung-In Seo, Yongku Kim 

Publication date: 15 June 2016

Published in: Entropy (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3390/e17031441

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zbMATH Keywords

Gibbs samplerLaplace approximationKullback-Leibler divergenceBayesian sensitivity

Mathematics Subject Classification ID

Bayesian inference (62F15)

Cites Work

• Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations (with discussion)
• On Information and Sufficiency
• A Mathematical Theory of Communication
• Accurate Approximations for Posterior Moments and Marginal Densities
• Approximate Posterior Distributions

Cited In (10)

• Accuracy of posterior approximations via \(\chi^2\) and harmonic divergences
• A further note on Bayesian information topologies
• MCMC-based local parametric sensitivity estimations
• Approximated sensitivity analysis in posterior predictive distribution
• Role of information in classical and Bayesian modelling
• An information-theoretic approach to effective inference for Z-functionals
• Bayesian or Laplacien inference, entropy and information theory and information geometry in data and signal processing
• Information-Based Evaluation of Approximation Methods in Dempster-Shafer Theory
• Information-theoretic asymptotics of Bayes methods
• Inversion of Bayes formula and measures of Bayesian information gain and pairwise dependence

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