Propriétés fréquentistes des méthodes Bayésiennes semi-paramétriques et non paramétriques

Jean-Bernard Salomond

in Economics Thesis from University Paris Dauphine from Paris Dauphine University

Abstract: Research on Bayesian nonparametric methods has received a growing interest for the past twenty years, especially since the development of powerful simulation algorithms which makes the implementation of complex Bayesian methods possible. From that point it is necessary to understand from a theoretical point of view the behaviour of Bayesian nonparametric methods. This thesis presents various contributions to the study of frequentist properties of Bayesian nonparametric procedures. Although studying these methods from an asymptotic angle may seems restrictive, it allows to grasp the operation of the Bayesian machinery in extremely complex models. Furthermore, this approach is particularly useful to detect the characteristics of the prior that are strongly influential in the inference. Many general results have been proposed in the literature in this setting, however the more complex and realistic the models the further they get from the usual assumptions. Thus many models that are of great interest in practice are not covered by the general theory. If the study of a model that does not fall under the general theory has an interest on its owns, it also allows for a better understanding of the behaviour of Bayesian nonparametric methods in a general setting.

Keywords: Méthodes Bayesiennes; Estimation non-paramétriques; Estimation Semi-paramétrique; Test Bayésiens; Problèmes Inverses; Estimation adaptative; Bayesian Statistics; Nonparametric Statistics; Semiparametric Statistics; Bayesian testing; Inverse problems; Adaptation (search for similar items in EconPapers)
JEL-codes: C11 C14 (search for similar items in EconPapers)
Date: 2014 Written 2014
Note: dissertation
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://basepub.dauphine.fr/xmlui/bitstream/123456789/14331/2/2014PA090034.pdf (application/pdf)
Our link check indicates that this URL is bad, the error code is: 500 Can't connect to basepub.dauphine.psl.eu:443 (Bad file descriptor) (http://basepub.dauphine.fr/xmlui/bitstream/123456789/14331/2/2014PA090034.pdf [301 Moved Permanently]--> https://basepub.dauphine.psl.eu/xmlui/bitstream/123456789/14331/2/2014PA090034.pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:dau:thesis:123456789/14331

Ordering information: This item can be ordered from
http://basepub.dauph ... ndle/123456789/14331

Access Statistics for this book

More books in Economics Thesis from University Paris Dauphine from Paris Dauphine University Contact information at EDIRC.
Bibliographic data for series maintained by Alexandre Faure ( this e-mail address is bad, please contact ).