The Laplacian distribution is one of the most important distributions used to characterize the peak and thick-tailed data.This paper proposes a linear approximation Bayesian estimation with explicit solutions for the two parameters of the Laplace distribution.The superiority of linear approximate Bayesian estimation over other estimators is verified by theoretical derivation and numerical simulations,and the asymptotic behavior of the linear estimation with the increase of sample size is investigated.
关键词
拉普拉斯分布/线性贝叶斯方法/Gibbs采样/二次损失
Key words
Laplace distribution/linear Bayes method/Gibbs sampling/quadratic loss
维普
万方数据