The paper presents in a simple and unified framework the least-Squares approximation of posterior expectations. Particular structures of the sampling process and of the prior distribution are used to organize and to generalize previous results. The two basic structures are obtained bv considering unbiased estimators and exchangeable processes. These ideas are applied to the estlmation of the mean. Sufficient reduction of tne data is analvsed when only the Least-Squares approximatlon is involved.
Mouchart, M., & Simar, L. (1980). Least Squares Approximations in Bayesian Analysis, with discussion, in Bayesian Statistics. In Bernardo, J.M.; Degroot, M.H.; Lindley D. V.; Smith A. F. M. (ed.), Proceedings of the First International Meeting of Bayesian Statistics (p. p. 207-222). Valencia University Press. https://hdl.handle.net/2078.5/44403