Laplace Approximations for Posterior Expectations When the Mode Occurs at the Boundary of the Parameter Space

DOI10.2307/2291221zbMath0793.62017OpenAlexW4232197256MaRDI QIDQ4292153

Alaattin Erkanli

Publication date: 10 July 1994

Full work available at URL: https://doi.org/10.2307/2291221

zbMATH Keywords

second-order accuracymodedivergence theoremsaddle-point approximationsurface integralsTierney-Kadane approximationboundary of the parameter spacetwo-sample binomial problemasymptotic expansions for posterior expectationsinterior-mode Laplace methodrandom- effects model

Mathematics Subject Classification ID

Bayesian inference (62F15) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) Integral formulas of real functions of several variables (Stokes, Gauss, Green, etc.) (26B20)

Related Items (11)

Asymptotic normality with small relative errors of posterior probabilities of half-spaces ⋮ Extension of the Schwarz information criterion for models sharing parameter boundaries ⋮ MCMC maximum likelihood for latent state models ⋮ Optimal volume-corrected Laplace-Metropolis method ⋮ Boundary-mode approximations for posterior expectations ⋮ Bayesian empirical likelihood methods for quantile comparisons ⋮ Discussion on ``Estimating random effects via adjustment for density maximization by C. Morris and R. Tang ⋮ Selection of Prior for the Variance Component and Approximations for Posterior Moments in the Fay-Herriot Model ⋮ Testing Random Effects in the Linear Mixed Model Using Approximate Bayes Factors ⋮ Abundance‐Based Similarity Indices and Their Estimation When There Are Unseen Species in Samples ⋮ APPLICATION OF LAPLACE'S BOUNDARY-MODE APPROXIMATIONS TO ESTIMATE SPECIES AND SHARED SPECIES RICHNESS

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