论文标题
关于贝叶斯可信集的频繁覆盖范围，以估算约束的平均值
On frequentist coverage of Bayesian credible sets for estimation of the mean under constraints
论文作者
论文摘要
$（1-α）$ - 最高后密度（HPD）可靠集的常见覆盖范围在大量的噪声分布下以信号和噪声模型进行了研究。我们考虑一类特定的尖峰和slab先验分布。确定了不同的制度，我们在这些制度中的$（1-α）$ -HPD中得出了封闭式表达式。与Marchand和Strawderman的早期工作类似，这表明在适当的条件下，常见的覆盖范围可以降至$1-3α/2。
Frequentist coverage of $(1-α)$-highest posterior density (HPD) credible sets is studied in a signal plus noise model under a large class of noise distributions. We consider a specific class of spike-and-slab prior distributions. Different regimes are identified and we derive closed form expressions for the $(1-α)$-HPD on each of these regimes. Similar to the earlier work by Marchand and Strawderman, it is shown that under suitable conditions, the frequentist coverage can drop to $1-3α/2.$
