Asymptotic equivalence of empirical likelihood and Bayesian MAP
经验似然与贝叶斯最大后验估计的渐近等价性
In this paper we are interested in empirical likelihood (EL) as a method of estimation, and we address the following two problems: (1) selecting among various empirical discrepancies in an EL framework and (2) demonstrating that EL has a well-defined probabilistic interpretation that would justify its use in a Bayesian context. Using the large deviations approach, a Bayesian law of large numbers is developed that implies that EL and the Bayesian maximum a posteriori…