Asymptotic equivalence of empirical likelihood and Bayesian MAP

DOI10.1214/08-AOS645zbMath1173.62014arXiv0908.3397OpenAlexW3098429533MaRDI QIDQ834346

N. E. Zubov

Publication date: 19 August 2009

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0908.3397

zbMATH Keywords

right censoringKaplan-Meier estimatorestimating equationsPólya samplingBayesian large deviationsBayesian nonparametric consistencyL-divergencemaximum nonparametric likelihood

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Bayesian problems; characterization of Bayes procedures (62C10) Strong limit theorems (60F15) Large deviations (60F10)

Related Items (9)

Bayesian local influence analysis of general estimating equations with nonignorable missing data ⋮ Bayesian empirical likelihood estimation of quantile structural equation models ⋮ The computational asymptotics of Gaussian variational inference and the Laplace approximation ⋮ Bayesian elastic net based on empirical likelihood ⋮ Bayesian analysis of longitudinal data via empirical likelihood ⋮ Bayesian learning with Wasserstein barycenters ⋮ Empty set problem of maximum empirical likelihood methods ⋮ Bayesian empirical likelihood for ridge and Lasso regressions ⋮ Bayesian Estimation and Comparison of Moment Condition Models

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