On Bayesian Estimation via Divergences

Mohamed Cherfi

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arXiv · 1112.5854

On Bayesian Estimation via Divergences

Mohamed Cherfi

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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.

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Mohamed Cherfi. 2011-12-26. On Bayesian Estimation via Divergences. https://arxiv.org/abs/1112.5854

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