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Efficient Interpolation of Computationally Expensive Posterior Densities With Variable Parameter Costs

Markov chain Monte Carlo (MCMC) is nowadays a standard approach to numerical computation of integrals of the posterior density π of the parameter vector η. Unfortunately, Bayesian inference using MCMC is computationally intractable when the posterior density π is expensive to evaluate. In many such...

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Bibliografiske detaljer
Udgivet i:J Comput Graph Stat
Main Authors: Bliznyuk, Nikolay, Ruppert, David, Shoemaker, Christine A.
Format: Artigo
Sprog:Inglês
Udgivet: 2012
Fag:
Online adgang:https://ncbi.nlm.nih.gov/pmc/articles/PMC5978746/
https://ncbi.nlm.nih.gov/pubmed/29861615
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1198/jcgs.2011.09212
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