A note on some algorithms for the Gibbs posterior
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Publication:984015
DOI10.1016/J.SPL.2010.04.001zbMATH Open1190.62118OpenAlexW1993764246WikidataQ60631509 ScholiaQ60631509MaRDI QIDQ984015FDOQ984015
Authors: Kun Chen, Wenxin Jiang, Martin A. Tanner 
Publication date: 13 July 2010
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2010.04.001
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Cites Work
- Title not available (Why is that?)
- Bayes Model Averaging with Selection of Regressors
- A Smoothed Maximum Score Estimator for the Binary Response Model
- Gibbs posterior for variable selection in high-dimensional classification and data mining
- Bayesian Variable Selection in Multinomial Probit Models to Identify Molecular Signatures of Disease Stage
- Information-theoretic upper and lower bounds for statistical estimation
Cited In (9)
- Gibbs sampling the posterior of neural networks
- A Padé-based algorithm for overcoming the Gibbs phenomenon
- On oracle property and asymptotic validity of Bayesian generalized method of moments
- Title not available (Why is that?)
- Approximation algorithms for the normalizing constant of Gibbs distributions
- General inequalities for Gibbs posterior with nonadditive empirical risk
- On the properties of variational approximations of Gibbs posteriors
- Gibbs posterior inference on the minimum clinically important difference
- Treating the logistic regression model using Gibbs sampling
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