A random weighting approach for posterior distributions

DOI10.1080/03610926.2013.835412MaRDI QIDQ5739166zbMATH OpenOpenAlexFDO

Authors Zaiying Zhou, Ying Yang

Publication date 15 July 2016

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

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)

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.

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Cites work

• scientific article; zbMATH DE number 3277086 (Why is no real title available?)
• An Asymptotic Expansion for Posterior Distributions
• Asymptotic Expansions Associated with Posterior Distributions
• Asymptotic expansions related to minimum contrast estimators

Cited in

(4)

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

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