Some comments about A. Ronald Gallant's "Reflections on the Probability Space Induced by Moment Conditions with Implications for Bayesian Inference"

2015/02/05 by Christian P. Robert, Robert, Christian P.
Computer Science · Mathematics · #Bayesian Modeling and Causal Inference #Computation (stat.CO) #FOS: Computer and information sciences #Markov Chains and Monte Carlo Methods #Methodology (stat.ME) #Statistical Methods and Bayesian Inference

paper · pdf · doi:10.48550/arxiv.1502.01527

openalex publication_date 2015/02/05 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

This note is commenting on Ronald Gallant's (2015) reflections on the construction of Bayesian prior distributions from moment conditions. The main conclusion is that the paper does not deliver a working principle that could justify inference based on such priors.

Citations

• Approximate Bayesian computational methods

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