Statistical Decision Problems and Bayesian Nonparametric Methods

DOI10.1111/J.1751-5823.2005.TB00151.XMaRDI QIDQ3421334zbMATH OpenOpenAlexFDO

Authors E. Gutiérrez-Peña, Stephen G. Walker

Publication date 12 February 2007

Published in International Statistical Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1751-5823.2005.tb00151.x

zbMATH Keywords

coherenceconsistencydecision theorydivergenceexpected utilitymodel averaging posterior inferencenonparametric priorparametric predictive densityregression models

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Parametric inference (62F99) Nonparametric inference (62G99)

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Cites work

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Cited in

(10)

• Using stacking to average Bayesian predictive distributions (with discussion)
• A survey of Bayesian predictive methods for model assessment, selection and comparison
• Advances in Bayesian decision making in reliability
• scientific article; zbMATH DE number 1285751 (Why is no real title available?)
• Comparing and Weighting Imperfect Models Using D-Probabilities
• Fast, Optimal, and Targeted Predictions Using Parameterized Decision Analysis
• Lower-dimensional posterior density and cluster summaries for overparameterized Bayesian models
• A note on selecting parametric models in Bayesian inference
• On the normalized maximum likelihood and Bayesian decision theory
• Objective parametric model selection procedures from a Bayesian nonparametric perspective

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