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Bayesian inference and the parametric bootstrap
The parametric bootstrap can be used for the efficient computation of Bayes posterior distributions. Importance sampling formulas take on an easy form relating to the deviance in exponential families, and are particularly simple starting from Jeffreys invariant prior. Because of the i.i.d. nature of...
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| Autor principal: | |
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| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
2012
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| Matèries: | |
| Accés en línia: | https://ncbi.nlm.nih.gov/pmc/articles/PMC3703677/ https://ncbi.nlm.nih.gov/pubmed/23843930 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1214/12-AOAS571 |
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