On Contractions of Bayes Estimators for Exponential Family Distributions
نویسندگان
چکیده
منابع مشابه
Proper Priors Yielding Linear Bayes Estimators for the Natural Parameter of an Exponential Family
Let X,X1, X2, . . . , Xn be i.i.d. random variables distributed according to an exponential family with natural parameter θ ∈ Ω. A family of priors, not necessarily proper, given in Ghosh and Meeden (1977), Ralescu and Ralescu (l981), and Brown (1986), gives normal posterior distributions and generates linear generalized Bayes estimators for θ when Ω is the real line. Here, necessary and suffic...
متن کاملOn Variational Bayes Algorithms for Exponential Family Mixtures
In this paper, we empirically analyze the behaviors of the Variational Bayes algorithm for the mixture model. While the Variational Bayesian learning has provided computational tractability and good generalization performance in many applications, little has been done to investigate its properties. Recently, the stochastic complexity of mixture models in the Variational Bayesian learning was cl...
متن کاملEmpirical Bayes Estimators with Uncertainty Measures for NEF-QVF Populations
The paper proposes empirical Bayes (EB) estimators for simultaneous estimation of means in the natural exponential family (NEF) with quadratic variance functions (QVF) models. Morris (1982, 1983a) characterized the NEF-QVF distributions which include among others the binomial, Poisson and normal distributions. In addition to the EB estimators, we provide approximations to the MSE’s of t...
متن کاملInvariant Empirical Bayes Confidence Interval for Mean Vector of Normal Distribution and its Generalization for Exponential Family
Based on a given Bayesian model of multivariate normal with known variance matrix we will find an empirical Bayes confidence interval for the mean vector components which have normal distribution. We will find this empirical Bayes confidence interval as a conditional form on ancillary statistic. In both cases (i.e. conditional and unconditional empirical Bayes confidence interval), the empiri...
متن کاملOn Reduction of Mixtures of the Exponential Family Distributions
Many estimation problems require a mixture reduction algorithm with which an increasing number of mixture components are reduced to a tractable level. In this technical report a discussion on di erent aspects of mixture reduction is given followed by a presentation of numerical simulation on reduction of mixture densities where the component density belongs to the exponential family of distribu...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 1977
ISSN: 0090-5364
DOI: 10.1214/aos/1176344008