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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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| Publicado no: | PLoS One |
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| Main Authors: | , , , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Public Library of Science
2017
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| Assuntos: | |
| Acesso em linha: | 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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