BS2 Further Statistical Inference HT08 - Lecture 8
Bayesian asymptotics
This lecture exploits Laplace's method of integration to obtain asymptotic and approximate expressions for Bayesian posterior distributions and their integrals. Corresponding material can be found in section 9.12 of Young and Smith (2005) and in section 5 of Leonard and Hsu (1999).
Last updated: Thursday, 06 March 2008 16:52. Steffen L. Lauritzen