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Abstract Details
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Activity Number:
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247
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Type:
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Contributed
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Date/Time:
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Monday, August 1, 2011 : 2:00 PM to 3:50 PM
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Sponsor:
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IMS
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| Abstract - #302043 |
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Title:
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Bayes Admissible Estimation of Means in the Poisson Graphical Models
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Author(s):
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Hisayuki Hara*+
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Companies:
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The University of Tokyo
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Address:
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7-3-1 Honfo Bunkyo-ku, Tokyo, 113-8656, Japan
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Keywords:
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admissibility ;
Bayes ;
decomposable model ;
shrinkage estimation
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Abstract:
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We investigate the Bayes estimation of the means in Poisson decomposable graphical models. We give some classes of Bayes estimators improving on the maximum likelihood estimator under the normalized squared error loss. Both proper and improper priors are included in the proposed classes of priors. Concerning the generalized Bayes estimators with respect to the improper priors, we address their admissibility.
Our estimator for the saturated model coincides with the estimator by Clevenson and Zidek (1975). In this sense our estimators are considered as a natural extension of the Clevenson-Zidek estimator to the graphical model.
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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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