Exponential tilting in Bayesian asymptotics

DOI10.1093/BIOMET/ASW018MaRDI QIDQ5384372zbMATH OpenOpenAlexWikidataFDO

Authors Samer A. Kharroubi, Trevor Sweeting

Publication date 24 June 2019

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/asw018

zbMATH Keywords

approximate Bayesian inferenceimportance samplingLaplace approximationexponential tiltinghigher-order asymptotic theorysigned root loglikelihood ratio

Mathematics Subject Classification ID

Bayesian inference (62F15) Applications of statistics to biology and medical sciences; meta analysis (62P10) General biostatistics (92B15)

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Cited in

(6)

• Identification problem of the exponential tilting estimator under misspecification
• Bayesian exponentially tilted empirical likelihood
• Exponentially tilted likelihood inference on growing dimensional unconditional moment models
• On the validity of the formal Edgeworth expansion for posterior densities
• Posterior simulation via the exponentially tilted signed root log-likelihood ratio
• Point estimation with exponentially tilted empirical likelihood

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