General Bayesian updating and the loss-likelihood bootstrap
From MaRDI portal
Publication:4973628
DOI10.1093/BIOMET/ASZ006zbMath1454.62098arXiv1709.07616OpenAlexW2962909381MaRDI QIDQ4973628
S. P. Lyddon, Stephen G. Walker, Christopher C. Holmes
Publication date: 28 November 2019
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1709.07616
loss functionFisher informationmodel misspecificationBayesian bootstrapweighted likelihood bootstrapgeneral Bayesian updatingloss-likelihood bootstrap
Bayesian inference (62F15) Bootstrap, jackknife and other resampling methods (62F40) Statistical aspects of information-theoretic topics (62B10)
Related Items (15)
An Approximate Bayesian Approach to Model-assisted Survey Estimation with Many Auxiliary Variables ⋮ Bayesian bootstrap adaptive lasso estimators of regression models ⋮ Random weighting in LASSO regression ⋮ A general Bayesian bootstrap for censored data based on the beta-Stacy process ⋮ Weighted Bayesian bootstrap for scalable posterior distributions ⋮ Model-free posterior inference on the area under the receiver operating characteristic curve ⋮ A reduced-rank approach to predicting multiple binary responses through machine learning ⋮ Bernstein-von Mises theorem and misspecified models: a review ⋮ A comparison of learning rate selection methods in generalized Bayesian inference ⋮ Causal inference under mis-specification: adjustment based on the propensity score (with discussion) ⋮ Joint production in stochastic non-parametric envelopment of data with firm-specific directions ⋮ Gibbs posterior concentration rates under sub-exponential type losses ⋮ Model misspecification, Bayesian versus credibility estimation, and Gibbs posteriors ⋮ Bayesian bootstraps for massive data ⋮ Gibbs posterior inference on multivariate quantiles
This page was built for publication: General Bayesian updating and the loss-likelihood bootstrap