Invariant HPD credible sets and MAP estimators

DOI10.1214/07-BA227zbMath1331.62136MaRDI QIDQ5965238

Pierre Druilhet, Jean-Michel Marin

Publication date: 2 March 2016

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ba/1340370710

zbMATH Keywords

MAPnuisance parametersBayesian statisticsreference priorHPDJeffreys measure

Mathematics Subject Classification ID

Bayesian inference (62F15)

Related Items (8)

Minimum message length analysis of multiple short time series ⋮ Bayesian Imaging with Data-Driven Priors Encoded by Neural Networks ⋮ Bayesian concentration ratio and dissonance ⋮ Towards analytical model optimization in atmospheric tomography ⋮ Data-dependent probability matching priors for highest posterior density and equal-tailed two-sided regions based on empirical-type likelihoods ⋮ Adaptive ABC model choice and geometric summary statistics for hidden Gibbs random fields ⋮ Propriety of the reference posterior distribution in Gaussian process modeling ⋮ Tree based credible set estimation

This page was built for publication: Invariant HPD credible sets and MAP estimators