Abstract #300144

This is the preliminary program for the 2003 Joint Statistical Meetings in San Francisco, California. Currently included in this program is the "technical" program, schedule of invited, topic contributed, regular contributed and poster sessions; Continuing Education courses (August 2-5, 2003); and Committee and Business Meetings. This on-line program will be updated frequently to reflect the most current revisions.

To View the Program:
You may choose to view all activities of the program or just parts of it at any one time. All activities are arranged by date and time.

The views expressed here are those of the individual authors
and not necessarily those of the ASA or its board, officers, or staff.

Back to main JSM 2003 Program page
JSM 2003 Abstract #300144
Activity Number: 22
Type: Contributed
Date/Time: Sunday, August 3, 2003 : 2:00 PM to 3:50 PM
Sponsor: Section on Bayesian Stat. Sciences
Abstract - #300144
Title: Using Differential Geometry to Study Robustness in Bayesian Statistics for Shrinkage Estimators
Author(s): Marvin H. J. Gruber*+
Companies: Rochester Institute of Technology
Address: 85 Lomb Memorial Dr., Rochester, NY, 14623-5603,
Keywords: geodesic ; robustness of prior distributions ; asymptotic results ; ridge estimators ; Kalman filter ; multivariate normal distribution
Abstract:

An important problem in Bayesian statistics is how the choice of prior distributions influence inferences. One way to study this is to compare values of measures of distance between prior and posterior distributions for different sample sizes and parameter values. The geodesic distance between probability distributions originally proposed by C.R. Rao is one such measure. Formulae for the geodesic distances between different distributions are available in the literature on Information Geometry. They are used to obtain the distances between posterior distributions with conjugate prior distributions. Ridge type shrinkage estimators are Bayes estimators with respect to normal prior distributions. Finding distances between normal posterior distributions whose means are shrinkage estimators will be considered. Applications to the multicollinearity problem and the Kalman filter will be given.

  • The address information is for the authors that have a + after their name.
  • Authors who are presenting talks have a * after their name.

Back to the full JSM 2003 program

JSM 2003 For information, contact meetings@amstat.org or phone (703) 684-1221. If you have questions about the Continuing Education program, please contact the Education Department.
Revised March 2003