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Approximate exchangeability and de Finetti priors in 2022.
- Source :
-
Scandinavian Journal of Statistics . Mar2023, Vol. 50 Issue 1, p38-53. 16p. - Publication Year :
- 2023
-
Abstract
- This is a review paper, beginning with de Finetti's work on partial exchangeability, continuing with his approach to approximate exchangeability, and then his (surprising) approach to assigning informative priors in nonstandard situations. Recent progress on Markov chain Monte Carlo methods for drawing conclusions is supplemented by a review of work by Gerencsér and Ottolini on getting honest bounds for rates of convergence. The paper concludes with a speculative approach to combining classical asymptotics with Monte Carlo. This promises real speedāups and makes a nice example of how theory and computation can interact. [ABSTRACT FROM AUTHOR]
- Subjects :
- *MARKOV processes
*MARKOV chain Monte Carlo
*STATISTICS
Subjects
Details
- Language :
- English
- ISSN :
- 03036898
- Volume :
- 50
- Issue :
- 1
- Database :
- Academic Search Index
- Journal :
- Scandinavian Journal of Statistics
- Publication Type :
- Academic Journal
- Accession number :
- 162013558
- Full Text :
- https://doi.org/10.1111/sjos.12609