Pankaj Bhagwat

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20222026

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math.ST2022

Predictive density estimators with integrated $L_{1}$ loss

Pankaj Bhagwat, Eric Marchand

This paper addresses the problem of an efficient predictive density estimation for the density $q (∥ y - θ ∥^{2})$ of $Y$ based on $X \sim p (∥ x - θ ∥^{2})$ for $y, x, θ \in R^{d}$ . T…

math.ST2022

Bayesian inference and prediction for mean-mixtures of normal distributions

Pankaj Bhagwat, Eric Marchand

We study frequentist risk properties of predictive density estimators for mean mixtures of multivariate normal distributions, involving an unknown location parameter $θ\in \mathbb{…

Predictive density estimators with integrated L1​ loss

Bayesian inference and prediction for mean-mixtures of normal distributions

Predictive density estimators with integrated $L_{1}$ loss