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

DOI10.1016/j.jmva.2014.06.013zbMath1298.62047OpenAlexW2017221994MaRDI QIDQ406525

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

canonical link functiongeneralized linear modelsasymptotic expansion of the posteriorhigh dimensional inferencemoment matching priors

Mathematics Subject Classification ID

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

Related Items (3)

Expansions for posterior distributions ⋮ Selective inference via marginal screening for high dimensional classification ⋮ Weak linear representation of M-estimaton in GLMs with dependent errors

Cites Work

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