Some new formulae for posterior expectations and Bartlett corrections

被引:0
|
作者
Trevor J. Sweeting
Samer A. Kharroubi
机构
[1] University College London,Department of Statistical Science
[2] University of Sheffield,Department of Probability and Statistics
关键词
Approximate Bayesian inference; Bayesian Bartlett correction; higher-order asymptotics; laplace approximation; predictive distribution; signed root log-likelihood ratio; 62E20; 62F25;
D O I
10.1007/BF02595727
中图分类号
学科分类号
摘要
Some new accurate approximations for posterior expectations and Bartlett corrections are derived. These approximations are modifications of formulae based on signed root log-likelihood ratios obtained in Sweeting (1996) and are designed to address two problems that arise in the practical application of these formulae in the multiparameter case. The first problem is a computational one associated with inversion of signed root log-likelihood ratios. The second concerns the form of the posterior expectation formula, which is not in a particularly convenient form for the computation of predictive densities. The theory is illustrated by two examples.
引用
收藏
页码:497 / 521
页数:24
相关论文
共 50 条