3 papers
stat.ME2025
W-Kernel and Its Principal Space for Frequentist Evaluation of Bayesian Estimators
Yukito Iba
Evaluating the variability of posterior estimates is a key aspect of Bayesian model assessment. In this study, we focus on the posterior covariance matrix W, defined through the lo…
stat.ME2025
Posterior covariance information criterion for general loss functions
Yukito Iba, Keisuke Yano
We propose a novel computationally low-cost method for estimating a general predictive measure of generalised Bayesian inference. The proposed method utilises posterior covariance…
stat.ME2024
Bias correction of posterior means using MCMC outputs
Yukito Iba
We propose algorithms for addressing the bias of the posterior mean when used as an estimator of parameters. These algorithms build upon the recently proposed Bayesian infinitesima…