Standardized posterior mode for the flexible use of a conjugate prior |
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| Institution: | 1. Department of Computer Science, University of Exeter, Exeter EX4 4QF, UK;2. College of Science and Information, Qingdao Agricultural University, Qingdao 266109, China;3. School of Information and Communication Engineering, University of Electronic Science and Technology of China, Chengdu 611731, China;1. EconomiX-CNRS, University of Paris Nanterre, 200 Avenue de la République, Nanterre 92000, France;2. Univ. Orléans, CNRS, LEO (FRE 2014), Rue de Blois, Orléans 45067, France |
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| Abstract: | The posterior mode under the standardized prior density is proposed to estimate a mean (vector) parameter, and its potential usefulness is discussed. Priors in this study include a conjugate prior and its generalized forms. When a prior density is factored into the standardized prior density and the supporting measure density, our suggestion is to discard the latter density and then to calculate the posterior mode of the mean under the standardized prior density. This treatment makes our choice of a prior density flexible. Implications of this treatment are discussed. |
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