Výsledky vyhledávání - "Okudo, Michiko"

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Matching prior pairs connecting Maximum A Posteriori estimation and posterior expectation

Bayesian statistics has two common measures of central tendency of a posterior distribution: posterior means and Maximum A Posteriori (MAP) estimates. In this paper, we discuss a connection between MAP estimates and posterior means. We derive an asym

Externí odkaz: http://arxiv.org/abs/2312.09586

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Predictive densities for multivariate normal models based on extended models and shrinkage Bayes methods

Autor: Okudo, Michiko, Komaki, Fumiyasu

We investigate predictive densities for multivariate normal models with unknown mean vectors and known covariance matrices. Bayesian predictive densities based on shrinkage priors often have complex representations, although they are effective in var

Externí odkaz: http://arxiv.org/abs/2212.03444

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Bayes Extended Estimators for Curved Exponential Families

Autor: Okudo, Michiko, Komaki, Fumiyasu

The Bayesian predictive density has complex representation and does not belong to any finite-dimensional statistical model except for in limited situations. In this paper, we introduce its simple approximate representation employing its projection on

Externí odkaz: http://arxiv.org/abs/1906.07514

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