Standardized posterior mode for the flexible use of a conjugate prior

Takemi Yanagimoto, Toshio Ohnishi

研究成果: Contribution to journalArticle査読

3 被引用数 (Scopus)

抄録

The posterior mode under the standardized prior density is proposed to estimate a mean (vector) parameter, and its potential usefulness is discussed. Priors in this study include a conjugate prior and its generalized forms. When a prior density is factored into the standardized prior density and the supporting measure density, our suggestion is to discard the latter density and then to calculate the posterior mode of the mean under the standardized prior density. This treatment makes our choice of a prior density flexible. Implications of this treatment are discussed.

本文言語英語
ページ(範囲)253-269
ページ数17
ジャーナルJournal of Statistical Planning and Inference
131
2
DOI
出版ステータス出版済み - 5 1 2005
外部発表はい

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Statistics, Probability and Uncertainty
  • Applied Mathematics

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