This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.
Abstract Details
Activity Number:
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337
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Type:
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Topic Contributed
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Date/Time:
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Tuesday, August 3, 2010 : 10:30 AM to 12:20 PM
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Sponsor:
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ENAR
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Abstract - #307163 |
Title:
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Bayesian Inference in Partially Identified Models
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Author(s):
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Paul Gustafson*+
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Companies:
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The University of British Columbia
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Address:
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333-6356 Agricultural Road, Vancouver, BC, V6T 1Z2, Canada
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Keywords:
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asymptotics ;
Bayesian inference ;
nonidentified model
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Abstract:
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Partially identified models involve the large-sample limiting posterior distribution over the target parameter having support (or identification region) bigger than a single point but smaller than the corresponding prior support. This talk will review the determination of the limiting posterior distribution in such contexts, paying particular attention to the shape of the distribution. This provides a point of departure with non-Bayesian approaches that focus on inferring the identification region without attempting to speak to relative plausibilities of values inside the region. The utility of the shape of the limiting distribution is investigated in several partially identified models.
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The address information is for the authors that have a + after their name.
Authors who are presenting talks have a * after their name.
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