关于离散参数的精确贝叶斯可信集。
On exact Bayesian credible sets for discrete parameters.
作者信息
Song Chaegeun, Li Bing
机构信息
Department of Statistics, The Pennsylvania State University.
出版信息
Stat Probab Lett. 2025 Mar;218. doi: 10.1016/j.spl.2024.110295. Epub 2024 Nov 22.
Abstract
We introduce a generalized Bayesian credible set that can achieve any preassigned credible level, addressing a limitation of the current credible sets. This is achieved by exploiting a connection between the highest posterior density set and the Neyman-Pearson lemma.
摘要
我们引入了一种广义贝叶斯可信集，它可以达到任何预先指定的可信水平，解决了当前可信集的一个局限性。这是通过利用最高后验密度集与奈曼 - 皮尔逊引理之间的联系来实现的。
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