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math.ST2025
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…
math.ST2023
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…
math.ST2019
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…