Bayesian Estimation of the Discrepancy with Misspecified Parametric Models

Bayesian Analysis

Pierpaolo De Blasi¹ 

关键词: Asymptotics;    Bayesian nonparametrics;    Semi–parametric density model;    Gaussian process;    Kullback–Leibler divergence;    Posterior consistency;   

DOI  :  10.1214/13-BA024

学科分类：统计和概率

来源: Institute of Mathematical Statistics

【 摘 要 】

We study a Bayesian model where we have made specific requests about the parameter values to be estimated. The aim is to find the parameter of a parametric family which minimizes a distance to the data generating density and then to estimate the discrepan

【 授权许可】

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