Bayesian Approach for LDA

Pavel V. Shevchenko ()
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Pavel V. Shevchenko: CSIRO, Mathematics, Informatics and Statistics

Chapter Chapter 4 in Modelling Operational Risk Using Bayesian Inference, 2011, pp 111-178 from Springer

Abstract: Abstract To meet the Basel II regulatory requirements for the Advanced Measurement Approaches, a bank’s internal model must include the use of internal data, relevant external data, scenario analysis and factors reflecting the business environment and internal control systems. Bayesian inference is a statistical technique well suited for combining different data sources. This chapter presents examples of the Bayesian inference and closely related credibility theory methods for quantifying operational risk.

Keywords: Posterior Distribution; Prior Distribution; Expert Opinion; Operational Risk; Posterior Density (search for similar items in EconPapers)
Date: 2011
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-642-15923-7_4

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DOI: 10.1007/978-3-642-15923-7_4

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