4 papers
Shrinkage priors for circulant correlation structure models
Michiko Okudo, Tomonari Sei
We consider a new statistical model called the circulant correlation structure model, which is a multivariate Gaussian model with unknown covariance matrix and has a scale-invarian…
Matching prior pairs connecting Maximum A Posteriori estimation and posterior expectation
Michiko Okudo, Keisuke Yano
Bayesian statistics has two common measures of central tendency of a posterior distribution: posterior means and Maximum A Posteriori (MAP) estimates. In this paper, we discuss a c…
Predictive densities for multivariate normal models based on extended models and shrinkage Bayes methods
Michiko Okudo, Fumiyasu Komaki
We investigate predictive densities for multivariate normal models with unknown mean vectors and known covariance matrices. Bayesian predictive densities based on shrinkage priors…
Bayes Extended Estimators for Curved Exponential Families
Michiko Okudo, Fumiyasu Komaki
The Bayesian predictive density has complex representation and does not belong to any finite-dimensional statistical model except for in limited situations. In this paper, we intro…