Optimal Gaussian Approximations to the Posterior for Log-Linear Models with Diaconis–Ylvisaker Priors

Bayesian Analysis

James Johndrow¹ 

关键词: credible region;    conjugate prior;    contingency table;    Dirichet–Multinomial;    Kullback–Leibler divergence;    Laplace approximation;   

DOI  :  10.1214/16-BA1046

学科分类：统计和概率

来源: Institute of Mathematical Statistics

【 摘 要 】

In contingency table analysis, sparse data is frequently encountered for even modest numbers of variables, resulting in non-existence of maximum likelihood estimates. A common solution is to obtain regularized estimates of the parameters of a log-linear m

【 授权许可】

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