Laplace approximations and Bayesian information criteria in possibly misspecified models

DOI10.1080/03610926.2017.1295079zbMATH Open1384.62094OpenAlexW2590002522MaRDI QIDQ4606464FDOQ4606464

Authors: Yoichi Miyata 

Publication date: 7 March 2018

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2017.1295079

Recommendations

• Applications of Laplace’s method in Bayesian analysis and related topics
• Generalized Laplacian approximations in Bayesian inference
• Laplace approximations using \(n^\alpha\)-consistent estimators
• A generalization of BIC for the general exponential family
• On a generalization of the Laplace approximation

zbMATH Keywords

generalized linear modelsBayesian information criteriashrinking neighborhoodsLaplace approximations

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Generalized linear models (logistic models) (62J12)

Cites Work

• On the use of Cauchy prior distributions for Bayesian logistic regression
• Estimating the dimension of a model
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• A new look at the statistical model identification
• On Information and Sufficiency
• Title not available (Why is that?)
• Model Selection Principles in Misspecified Models
• Title not available (Why is that?)
• Model Selection and Model Averaging
• Large Sample Properties of Posterior Densities, Bayesian Information Criterion and the Likelihood Principle in Nonstationary Time Series Models
• A Reference Bayesian Test for Nested Hypotheses and its Relationship to the Schwarz Criterion
• Consistency of Bayesian procedures for variable selection
• Information criteria for selecting possibly misspecified parametric models
• Generalizing the derivation of the schwarz information criterion
• Regression and time series model selection using variants of the schwarz information criterion
• Applied logistic regression
• Asymptotic expansions of posterior expectations, distributions and densities for stochastic processes
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (1)

• A generalization of BIC for the general exponential family

Uses Software

• aplore3

This page was built for publication: Laplace approximations and Bayesian information criteria in possibly misspecified models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4606464)