Author of the publication

Conditions for the insensitivity of the Bayesian posterior distribution to the choice of prior distribution

, and . Statistics & Probability Letters, 5 (6): 401--407 (October 1987)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

Distribution Estimation for Stochastic Approximation in Finite Samples Using A Surrogate Stochastic Differential Equation Method., , and . CISS, page 1-6. IEEE, (2019)Use of the Kalman filter for inference in state-space models with unknown noise distributions., , and . IEEE Trans. Automat. Contr., 49 (1): 87-90 (2004)Conditions for the insensitivity of the Bayesian posterior distribution to the choice of prior distribution, and . Statistics & Probability Letters, 5 (6): 401--407 (October 1987)First-order data sensitivity measures with applications to a multivariate signal-plus-noise problem, and . Computational Statistics & Data Analysis, 9 (3): 297--307 (May 1990)Stochastic optimisation with inequality constraints using simultaneous perturbations and penalty functions., and . Int. J. Control, 81 (8): 1232-1238 (2008)Reliability estimation and confidence regions from subsystem and full system tests via maximum likelihood.. PerMIS, page 9-16. ACM, (2008)Relative performance of expected and observed fisher information in covariance estimation for maximum likelihood estimates., and . ACC, page 1871-1876. IEEE, (2012)Estimation via Markov chain Monte Carlo.. ACC, page 2559-2564. IEEE, (2002)Theoretical framework for comparing several popular stochastic optimization approaches., , and . ACC, page 3153-3158. IEEE, (2002)Improved SPSA Using Complex Variables with Applications in Optimal Control Problems., and . ACC, page 3519-3524. IEEE, (2021)