Moment Conditions and Bayesian Non-Parametrics

DOI10.1111/rssb.12294zbMath1407.62041arXiv1507.08645OpenAlexW2963690804WikidataQ129049320 ScholiaQ129049320MaRDI QIDQ3120099

Neil Shephard, Luke Bornn, Reza Solgi

Publication date: 1 March 2019

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1507.08645

zbMATH Keywords

decision theoryHausdorff measureMarkov chain Monte Carlo methodsmethod of momentsempirical likelihoodlinear and nonlinear regressionnonparametric Bayes methodssimulation on manifolds

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Bayesian problems; characterization of Bayes procedures (62C10)

Related Items (5)

A Gibbs Sampler for a Class of Random Convex Polytopes ⋮ Semiparametric Bayesian doubly robust causal estimation ⋮ Variance-covariance from a metropolis chain on a curved, singular manifold ⋮ Causal inference under mis-specification: adjustment based on the propensity score (with discussion) ⋮ Nonparametric Bayes subject to overidentified moment conditions

Uses Software

• BayesDA

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