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

DOI10.1016/J.JMVA.2014.06.013zbMATH Open1298.62047OpenAlexW2017221994MaRDI QIDQ406525FDOQ406525

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

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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)

Cites Work

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• Asymptotic expansions of posterior distributions in nonregular cases
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• Moment matching priors
• Asymptotic expansions of posterior expectations, distributions and densities for stochastic processes
• Maximum likelihood estimation in logistic regression models with a diverging number of covariates
• An Asymptotic Expansion for Posterior Distributions

Cited In (5)

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

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