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Turning Simulation into Estimation: Generalized Exchange Algorithms for Exponential Family Models

The Single Variable Exchange algorithm is based on a simple idea; any model that can be simulated can be estimated by producing draws from the posterior distribution. We build on this simple idea by framing the Exchange algorithm as a mixture of Metropolis transition kernels and propose strategies t...

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Bibliografske podrobnosti
izdano v:PLoS One
Main Authors: Marsman, Maarten, Maris, Gunter, Bechger, Timo, Glas, Cees
Format: Artigo
Jezik:Inglês
Izdano: Public Library of Science 2017
Teme:
Online dostop:https://ncbi.nlm.nih.gov/pmc/articles/PMC5226842/
https://ncbi.nlm.nih.gov/pubmed/28076429
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1371/journal.pone.0169787
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