Exponential tilting in Bayesian asymptotics

DOI10.1093/BIOMET/ASW018zbMATH Open1499.62408OpenAlexW2404782910WikidataQ51571114 ScholiaQ51571114MaRDI QIDQ5384372FDOQ5384372

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

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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)

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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