Statistical Decision Problems and Bayesian Nonparametric Methods (2005)
Gutiérrez-Peña, Eduardo, Walker, Stephen G.
This paper considers parametric statistical decision problems conducted within a Bayesian nonparametric context. Our work was motivated by the realisation that typical parametric model selection...
A Bayesian analysis of directional data using the projected normal distribution
Gabriel Nuñez-Antonio, Eduardo Gutiérrez-Peña
This paper presents a Bayesian analysis of the projected normal distribution, which is a flexible and useful distribution for the analysis of directional data. We obtain samples from the posterior...
Conjugate Priors Represent Strong Pre-Experimental Assumptions
Eduardo Gutiérrez-Peña, Pietro Muliere
It is well known that Jeffreys' prior is asymptotically least favorable under the entropy risk, i.e. it asymptotically maximizes the mutual information between the sample and the parameter. However,...
Bayesian parametric inference in a nonparametric framework
Stephen Walker, Eduardo Gutiérrez-Peña
Decision theory, Expected utility, Nonparametric prior, Parametric predictive density, 62C10, 62G07,
Bayesian conjugate analysis of the Galton-Watson process
Manuel Mendoza, Eduardo Gutiérrez-Peña
Bayesian inference, branching process, Dirichlet distribution, forecasting, offspring distribution, population growth, reproduction mean, 62F15, 52M20, 60J80,