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Fiducial and Posterior Sampling

Abstract

The fiducial coincides with the posterior in a group model equipped with the right Haar prior. This result is generalized here. For this the underlying probability space of Kolmogorov is replaced by a σ-finite measure space and fiducial theory is presented within this frame. Examples are presented that demonstrate that this also gives good alternatives to existing Bayesian sampling methods. It is proved that the results provided here for fiducial models imply that the theory of invariant measures for groups cannot be generalized directly to loops: there exist a smooth one-dimensional loop where an invariant measure does not exist.

Category

Academic article

Language

English

Author(s)

  • Gunnar Taraldsen
  • Bo Henry Lindqvist

Affiliation

  • SINTEF Digital / Sustainable Communication Technologies
  • Norwegian University of Science and Technology

Year

2015

Published in

Communications in Statistics - Theory and Methods

ISSN

0361-0926

Publisher

Taylor & Francis

Volume

44

Issue

17

Page(s)

3754 - 3767

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