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Main Authors: Yoichi, Miyata, Takemi, Yanagimoto
Format: Preprint
Published: 2024
Subjects:
Online Access:https://arxiv.org/abs/2409.19673
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author Yoichi, Miyata
Takemi, Yanagimoto
author_facet Yoichi, Miyata
Takemi, Yanagimoto
contents It is shown that the first-order term of the asymptotic bias of the posterior mean is removed by a suitable choice of a prior density. In regular statistical models including exponential families, and linear and logistic regression models, such a prior is given by the squared Jeffreys prior. We also explain the relationship between the proposed prior distribution, the moment matching prior, and the prior distribution that reduces the bias term of the posterior mode.
format Preprint
id arxiv_https___arxiv_org_abs_2409_19673
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Priors for Reducing Asymptotic Bias of the Posterior Mean
Yoichi, Miyata
Takemi, Yanagimoto
Methodology
It is shown that the first-order term of the asymptotic bias of the posterior mean is removed by a suitable choice of a prior density. In regular statistical models including exponential families, and linear and logistic regression models, such a prior is given by the squared Jeffreys prior. We also explain the relationship between the proposed prior distribution, the moment matching prior, and the prior distribution that reduces the bias term of the posterior mode.
title Priors for Reducing Asymptotic Bias of the Posterior Mean
topic Methodology
url https://arxiv.org/abs/2409.19673