On exact Bayesian credible sets for discrete parameters

Chaegeun Song; Bing Li

doi:10.1016/j.spl.2024.110295

On exact Bayesian credible sets for discrete parameters

Chaegeun Song
, Bing Li

Statistics

Research output: Contribution to journal › Article › peer-review

1 Scopus citations

Abstract

We introduce a generalized Bayesian credible set that can achieve any preassigned credible level, addressing a limitation of the current credible sets. This is achieved by exploiting a connection between the highest posterior density set and the Neyman–Pearson lemma.

Original language	English (US)
Article number	110295
Journal	Statistics and Probability Letters
Volume	218
DOIs	https://doi.org/10.1016/j.spl.2024.110295
State	Published - Mar 2025

All Science Journal Classification (ASJC) codes

Statistics and Probability
Statistics, Probability and Uncertainty

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10.1016/j.spl.2024.110295

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abstract = "We introduce a generalized Bayesian credible set that can achieve any preassigned credible level, addressing a limitation of the current credible sets. This is achieved by exploiting a connection between the highest posterior density set and the Neyman–Pearson lemma.",

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VL - 218

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

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On exact Bayesian credible sets for discrete parameters

Abstract

All Science Journal Classification (ASJC) codes

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