Frequentist accuracy of Bayesian estimates

DOI10.1111/RSSB.12080MaRDI QIDQ5378129zbMATH OpenOpenAlexWikidataFDO

Authors Bradley Efron

Publication date 12 June 2019

Published in Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL http://europepmc.org/articles/pmc4467036

zbMATH Keywords

parametric bootstrapMarkov chain Monte Carlo methodshierarchical and empirical Bayesapproximate bootstrap confidence intervalsgeneral accuracy formula

Mathematics Subject Classification ID

Bayesian inference (62F15) Bootstrap, jackknife and other resampling methods (62F40)

Recommendations

• Frequentist standard errors of Bayes estimators
• Publication:4735912
• Bayesian inference and the parametric bootstrap
• A comparison of the Bayesian and frequentist approaches to estimation
• On the Bayesian approach for frequentist computations

Cited in

(23)

• Statistical Tests for Cross-Validation of Kriging Models
• Bayesian estimation of traffic intensity based on queue length in a multi-server \(\mathrm{M}/\mathrm{M}/s\) queue
• Review and evaluation of penalised regression methods for risk prediction in low-dimensional data with few events
• The methodological problem of unit roots: stationarity and its consequences in the context of the Tinbergen debate
• Empirical Bayes and selective inference
• Loss functions in restricted parameter spaces and their Bayesian applications
• Fast and scalable computations for Gaussian hierarchical models with intrinsic conditional autoregressive spatial random effects
• Covariances, robustness, and variational Bayes
• Focused estimation for noisy and small data sets: a Bayesian minimum expected loss estimator approach
• Confidence distributions and empirical Bayes posterior distributions unified as distributions of evidential support
• Partitioned method of valid moment marginal model with Bayes interval estimates for correlated binary data with time-dependent covariates
• New metrics and tests for subject prevalence in documents based on topic modeling
• Unit information Dirichlet process prior
• Regression and Kriging metamodels with their experimental designs in simulation: a review
• Forecasted (unbiased) Bayesian estimates of normalized likelihood. Binomial and exponential distributions
• Sampling properties of the Bayesian posterior mean with an application to WALS estimation
• Interval estimation for messy observational data
• Frequentist standard errors of Bayes estimators
• scientific article; zbMATH DE number 3913429 (Why is no real title available?)
• Uncertainty in Phylogenetic Tree Estimates
• Computer experiment designs for accurate prediction
• Confidence distributions for change-points and regime shifts
• Robust empirical Bayes confidence intervals

This page was built for publication: Frequentist accuracy of Bayesian estimates

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5378129)