Asymptotic expansion of the posterior density in high dimensional generalized linear models

DOI10.1016/J.JMVA.2014.06.013MaRDI QIDQ406525zbMATH OpenOpenAlexFDO

Authors Shibasish Dasgupta, Kshitij Khare, Malay Ghosh

Publication date 8 September 2014

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2014.06.013

zbMATH Keywords

generalized linear modelsasymptotic expansion of the posteriorcanonical link functionhigh dimensional inferencemoment matching priors

Mathematics Subject Classification ID

Bayesian inference (62F15) Estimation in multivariate analysis (62H12) Generalized linear models (logistic models) (62J12)

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Cites work

• scientific article; zbMATH DE number 3938277 (Why is no real title available?)
• scientific article; zbMATH DE number 3282322 (Why is no real title available?)
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• Penalized Bregman divergence for large-dimensional regression and classification
• The consistency of posterior distributions in nonparametric problems

Cited in

(5)

• Posterior asymptotic normality for an individual coordinate in high-dimensional linear regression
• Asymptotic expansion of the posterior based on pairwise likelihood
• Weak linear representation of M-estimation in GLMs with dependent errors
• Expansions for posterior distributions
• Selective inference via marginal screening for high dimensional classification

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