A random weighting approach for posterior distributions

DOI10.1080/03610926.2013.835412zbMATH Open1342.62014arXiv1207.4566OpenAlexW2096760928MaRDI QIDQ5739166FDOQ5739166

Ying Yang, Zaiying Zhou

Publication date: 15 July 2016

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

Abstract: In Bayesian theory, calculating a posterior probability distribution is highly important but usually difficult. Therefore, some methods have been put forward to deal with such problem, among which, the most popular one is the asymptotic expansions for posterior distributions. In this paper, we propose an alternative method, named random weighting method, for scaled posterior distributions, and give an ideal convergence speed, which serves as the theoretical guarantee for methods of numerical simulations.

Full work available at URL: https://arxiv.org/abs/1207.4566

zbMATH Keywords

asymptotic expansionposterior distributionrandom weighting method

Mathematics Subject Classification ID

Bayesian inference (62F15) Asymptotic distribution theory in statistics (62E20)

Cites Work

• Title not available (Why is that?)
• Asymptotic Expansions Associated with Posterior Distributions
• An Asymptotic Expansion for Posterior Distributions
• Asymptotic expansions related to minimum contrast estimators

Cited In (4)

• Randomized maximum likelihood based posterior sampling
• Randomly weighted average with Dirichlet component proportions
• Partition Weighted Approach For Estimating the Marginal Posterior Density With Applications
• Importance-Weighted Marginal Bayesian Posterior Density Estimation

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