An Asymptotic Approximation to Posterior Mode Using Likelihood and Prior Information
碩士 === 國立臺灣大學 === 數學系 === 85 === In this article, asymptotic approximation to the posterior mode using the likelihood and prior information is proposed. It can be used Laplace's method with proposed estimate to approximate integral....
Main Authors: | Liaw, Wei-shing, 廖偉信 |
---|---|
Other Authors: | Hung Chen, Kate Chuhsing Hsiao |
Format: | Others |
Language: | zh-TW |
Published: |
1996
|
Online Access: | http://ndltd.ncl.edu.tw/handle/46755362537126278326 |
Similar Items
-
Scalable posterior approximations for large-scale Bayesian inverse problems via likelihood-informed parameter and state reduction
by: Cui, Tiangang, et al.
Published: (2018) -
Likelihood ratios in asymptotic statistical theory
by: Leroux, Brian Gilbert
Published: (2010) -
Estimation for stochastic volatility model: Quasi-likelihood and asymptotic quasi-likelihood approaches
by: Raed Alzghool
Published: (2017-01-01) -
Asymptotics for the maximum likelihood estimators of diffusion models
by: Jeong, Minsoo
Published: (2010) -
Asymptotic expansions of empirical likelihood in time series.
Published: (2009)