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CONJUGATE PRIORS FOR EXPONENTIAL FAMILIES
Random vector distribution natural parameter parameters
2015/7/15
Let X be a random vector distributed according to an exponential family
with natural parameter 0 E O.We characterize conjugate prior measures on O
through the property of linear posterior expectat...
Gibbs Sampling, Exponential Families and Orthogonal Polynomials
Family convergence rate gibbs sampler standard index
2015/7/8
We give families of examples where sharp rates of convergence to stationarity of the widely used Gibbs sampler are available. The examples involve standard exponential families and their conjugate pri...
Estimators, Escort Probabilities, and $\phi$-Exponential Families in Statistical Physics
Escort probability Lower bound of Cramer and Rao Generalized exponential family Statistical manifold Nonextensive thermostatistics
2008/7/1
The lower bound of Cramér and Rao is generalized to pairs of families of probability distributions, one of which is escort to the other. This bound is optimal for certain families, called -exponential...
AN EMPIRICAL BAYES TWO-SIDED TEST PROBLEM FOR CONTINUOUS ONE-PARAMETER EXPONENTIAL FAMILIES
Empirical Bayes two-sided test exponen
2007/12/10
摘要 An empirical Bayes(EB) two-sided test problem about the continuous one-parameter exponential family has been discussed. We construct the EB test decision rule and prove its asymptotical optimality....
In this paper, we discuss the regular exponential family(REF), a natural exponentialfamily with minimum dimension and with the mean function m=E_θX taken as a new parameter. We point out the importanc...
Steepness in Natural Exponential Families
Convex natural exponential family face means domain steep variance function
2010/2/26
The present paper studies and develops the notion of steepness in multivariate natural exponential families. Let F = \{P(m,F); m \in MF\} be a multidimensional natural exponential family parameterized...