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Local Derivative-Free Approximation of Computationally Expensive Posterior Densities

Bayesian inference using Markov chain Monte Carlo (MCMC) is computationally prohibitive when the posterior density of interest, π, is computationally expensive to evaluate. We develop a derivative-free algorithm GRIMA to accurately approximate π by interpolation over its high-probability density (HP...

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Detalhes bibliográficos
Publicado no:J Comput Graph Stat
Main Authors: Bliznyuk, Nikolay, Ruppert, David, Shoemaker, Christine A.
Formato: Artigo
Idioma:Inglês
Publicado em: 2012
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC5978778/
https://ncbi.nlm.nih.gov/pubmed/29861616
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1080/10618600.2012.681255
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