Laplace Approximations for Posterior Expectations When the Mode Occurs at the Boundary of the Parameter Space

DOI10.2307/2291221MaRDI QIDQ4292153zbMATH OpenOpenAlexFDO

Authors Alaattin Erkanli

Publication date 10 July 1994

Full work available at URL https://doi.org/10.2307/2291221

zbMATH Keywords

modedivergence theoremsaddle-point approximationsecond-order accuracysurface integralsTierney-Kadane approximationboundary of the parameter spaceasymptotic expansions for posterior expectationsinterior-mode Laplace methodrandom- effects modeltwo-sample binomial problem

Mathematics Subject Classification ID

Bayesian inference (62F15) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) Integral formulas of real functions of several variables (Stokes, Gauss, Green, etc.) (26B20)

Recommendations

• Boundary-mode approximations for posterior expectations
• scientific article; zbMATH DE number 1031950
• Applications of Laplace’s method in Bayesian analysis and related topics
• Fully Exponential Laplace Approximations Using Asymptotic Modes
• Laplace approximations using \(n^\alpha\)-consistent estimators

Cited in

(21)

• Discussion on ``Estimating random effects via adjustment for density maximization by C. Morris and R. Tang
• APPLICATION OF LAPLACE'S BOUNDARY-MODE APPROXIMATIONS TO ESTIMATE SPECIES AND SHARED SPECIES RICHNESS
• Extension of the Schwarz information criterion for models sharing parameter boundaries
• MCMC maximum likelihood for latent state models
• Asymptotic normality with small relative errors of posterior probabilities of half-spaces
• Optimal volume-corrected Laplace-Metropolis method
• Applications of Laplace’s method in Bayesian analysis and related topics
• Posterior distributions for the Laplace mean arising from ratios
• Bayesian empirical likelihood methods for quantile comparisons
• Boundary-mode approximations for posterior expectations
• Permutation and Bayesian tests for testing random effects in linear mixed-effects models
• Testing Random Effects in the Linear Mixed Model Using Approximate Bayes Factors
• Abundance‐Based Similarity Indices and Their Estimation When There Are Unseen Species in Samples
• Fully Exponential Laplace Approximations to Expectations and Variances of Nonpositive Functions
• Laplace expansion for posterior densities of nonlinear functions of parameters
• Selection of prior for the variance component and approximations for posterior moments in the Fay-Herriot model
• Laplace approximations to posterior moments and marginal distributions on circles, spheres, and cylinders
• scientific article; zbMATH DE number 4184681 (Why is no real title available?)
• Generalized Laplacian approximations in Bayesian inference
• scientific article; zbMATH DE number 218405 (Why is no real title available?)
• Laplace approximations using \(n^\alpha\)-consistent estimators

This page was built for publication: Laplace Approximations for Posterior Expectations When the Mode Occurs at the Boundary of the Parameter Space

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4292153)