Bayesian prediction with approximate frequentist validity
By Gauri Sankar Datta, R. Mukerjee, Malay Ghosh, Trevor J. Sweeting. 2000
58 citations recorded by the source corpus.
Subfields: Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/f947103c0b6ab71a665ff7a342f46ea2ddb9c5a3
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Statistics and Probability
- Malay Ghosh
- Fumiyasu Komaki
- Gauri Sankar Datta
- Trevor J. Sweeting
- Uk
- Nicola London
- Paul Northrop
- Roderick J. A. Little
Citations in the corpus
- Shrinkage priors for Bayesian prediction (2006, methodology): “In the present paper construction methods for shrinkage priors are introduced and properties of them are investigated from the viewpoint of information geometry by using the results of previous studies on asymptotic properties of predictive distributions [8, 15, 18, 28].”
- Probability matching priors (2004, methodology): “Various examples where such solutions exist for all α are included in Datta et al (2000) and Datta and Mukerjee (2004).”
- Objective Priors: An Introduction for Frequentists (2011, methodology): “Datta et al. (2000) constructed matching priors via the prediction criterion, and related exact results in this context are available in Fraser and Reid (2002).”
- Posterior propriety in Bayesian extreme value analyses using reference priors (2015, background): “Another extension is to explore other formal rules for constructing priors, such as reference priors (Berger et al., 2009) and probability matching priors (Datta et al., 2009).”