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Bayes admissible estimation of the means in Poisson decomposable graphical models |
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| Authors: | Hisayuki Hara Akimichi Takemura |
| Institution: | 1. Department of Technology Management for Innovation, Graduate School of Engineering, University of Tokyo, 7-3-1 Hongo, Bunkyo-ku, Tokyo 113-8656, Japan;2. Department of Mathematical Informatics, Graduate School of Information Science and Technology, University of Tokyo, 7-3-1 Hongo, Bunkyo-ku, Tokyo 113-8656, Japan |
| Abstract: | We investigate the Bayes estimation of the means in Poisson decomposable graphical models. Some classes of Bayes estimators are provided which improve on the maximum likelihood estimator under the normalized squared error loss. Both proper and improper priors are included in the proposed classes of priors. Concerning the generalized Bayes estimators with respect to the improper priors, we address their admissibility. |
| Keywords: | Admissibility Bayes Chordal graph Contingency table Decomposable graphical Poisson model Inadmissibility Perfect sequence Shrinkage estimation |
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