Laplace approximations for natural exponential families with cuts

被引：7

作者：

Efstathiou, M ^{[1
]}

Gutierrez-Pena, E ^{[1
]}

Smith, AFM ^{[1
]}

机构：

[1] Univ London Imperial Coll Sci Technol & Med, Dept Math, London SW7 2BZ, England

来源：

SCANDINAVIAN JOURNAL OF STATISTICS | 1998年 / 25卷 / 01期

关键词：

conjugate prior; cut; fully exponential form; Laplace approximation; marginal density; mixed parameterization; natural exponential family; simple quadratic variance function; standard form;

D O I：

10.1111/1467-9469.00090

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Standard and fully exponential form Laplace approximations to marginal densities are described and conditions under which these give exact answers are investigated. A general result is obtained and is subsequently applied in the case of natural exponential families with cuts, in order to derive the marginal posterior density of the mean parameter corresponding to the cut, the canonical parameter corresponding to the complement of the cut and transformations of these, Important cases of families for which a cut exists and the approximations are exact are presented as examples.

引用

页码：77 / 92

页数：16

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