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Laplace Approximations for Natural Exponential Families with Cuts

✍ Scribed by M. Efstathiou; E. Gutiérrez-Peña; A. F. M. Smith


Book ID
108535998
Publisher
John Wiley and Sons
Year
1998
Tongue
English
Weight
279 KB
Volume
25
Category
Article
ISSN
0303-6898

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📜 SIMILAR VOLUMES


A note on natural exponential families w
✍ Shaul K. Bar-Lev; Denys Pommeret 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 205 KB

Let be a positive measure deÿned on the product of two vector spaces E = E 1 × E 2 . Let F = F( ) be a natural exponential family (NEF) generated by such that the projection of F on E 1 constitutes a NEF on E 1 . This property, called a cut on E 1 , has been deÿned and characterized by Barndor -Niel

Posterior variance for quadratic natural
✍ Denys Pommeret 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 93 KB

Within the framework of the quadratic natural exponential families we construct a basis of polynomials orthogonal with respect to the posterior density. This construction is adapted from Walter and Hamedani (Ann. Statist. 3 (1991) 1191) and we exploit them to establish lower bounds for the posterior