Invariant Bayesian Estimation on Manifolds
(2005)
Journal Article
Jermyn, I. (2005). Invariant Bayesian Estimation on Manifolds. Annals of Statistics, 33(2), 583-605. https://doi.org/10.1214/009053604000001273
A frequent and well-founded criticism of the maximum a posteriori (MAP) and minimum mean squared error (MMSE) estimates of a continuous parameter γ taking values in a differentiable manifold Γ is that they are not invariant to arbitrary “reparameteri... Read More about Invariant Bayesian Estimation on Manifolds.