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The Penalized Profile Sampler
The penalized profile sampler for semiparametric inference is an extension of the profile sampler method [9] obtained by profiling a penalized log-likelihood. The idea is to base inference on the posterior distribution obtained by multiplying a profiled penalized log-likelihood by a prior for the pa...
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| Main Authors: | , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
2009
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC2860882/ https://ncbi.nlm.nih.gov/pubmed/20431712 |
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