On Bayesian Estimation via Divergences

2011/12/26 by Mohamed Cherfi, Cherfi, Mohamed
Mathematics · #FOS: Computer and information sciences #FOS: Mathematics #Methodology (stat.ME) #Statistics Theory (math.ST) #math.ST #stat.ME #stat.TH

paper · pdf · doi:10.48550/arxiv.1112.5854

arxiv created 2011/12/26 · arxiv updated 2011/12/30

Abstract

In this Note we introduce a new methodology for Bayesian inference through the use of ϕ-divergences and the duality technique. The asymptotic laws of the estimates are established.

Related

• Lower-bounds on the Bayesian Risk in Estimation Procedures via f-Divergences
• Dual ϕ-divergences estimation in normal models
• Projection Theorems of Divergences and Likelihood Maximization Methods
• Parametric estimation and tests through divergences and duality technique
• Adaptation of the Tuning Parameter in General Bayesian Inference with Robust Divergence