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Laplace Approximations for Natural Exponential Families with Cuts
Authors:M Efstathiou  E Gutiérrez-Peña  & A F M Smith
Institution:Imperial College, London
Abstract:Standard and fully exponential form Laplace approximations to marginal densities are described and conditions under which these give exact answers are investigated. A general result is obtained and is subsequently applied in the case of natural exponential families with cuts, in order to derive the marginal posterior density of the mean parameter corresponding to the cut, the canonical parameter corresponding to the complement of the cut and transformations of these. Important cases of families for which a cut exists and the approximations are exact are presented as examples
Keywords:conjugate prior  cut  fully exponential form  Laplace approximation  marginal density  mixed parameterization  natural exponential family  simple quadratic variance function  standard form
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