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Volumn 8, Issue 4, 1998, Pages 365-375

Bayesian quadrature with non-normal approximating functions

Author keywords

Approximating posterior densities; finite mixture of normals; Bayesian quadrature; Gaussian process; Numerical integration

Indexed keywords


EID: 0041593780     PISSN: 09603174     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1008832824006     Document Type: Article
Times cited : (31)

References (14)
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  • 3
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    • Currin, C.1    Mitchell, T.2    Morris, M.3    Ylvisaker, D.4
  • 4
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    • Approximating priors by mixtures of natural conjugate priors
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    • Dalal, S.R.1    Hall, W.J.2
  • 5
    • 0001501154 scopus 로고
    • Quantifying prior opinion
    • Bernado, J. M., DeGroot, M. H., Lindley, D. V. and Smith, A. F. M. (eds), North-Holland, Amsterdam
    • Diaconis, P. and Ylvisaker, D. (1985) Quantifying prior opinion, in Bayesian Statistics 2, Bernado, J. M., DeGroot, M. H., Lindley, D. V. and Smith, A. F. M. (eds), North-Holland, Amsterdam pp. 133-156.
    • (1985) Bayesian Statistics 2 , pp. 133-156
    • Diaconis, P.1    Ylvisaker, D.2
  • 6
    • 0042507889 scopus 로고    scopus 로고
    • Iterative rescaling for Bayesian quadrature
    • Bernardo, J. M., Berger, J. O., David, A. P. and Smith, A. F. M. (eds). Oxford University Press, Oxford
    • Kennedy, M. C. and O'Hagan, A. (1996) Iterative rescaling for Bayesian quadrature, in Bayesian Statistics 5, Bernardo, J. M., Berger, J. O., David, A. P. and Smith, A. F. M. (eds). Oxford University Press, Oxford, pp. 639-646.
    • (1996) Bayesian Statistics 5 , pp. 639-646
    • Kennedy, M.C.1    O'Hagan, A.2
  • 7
    • 0002978835 scopus 로고
    • Curve fitting and optimal design for prediction
    • with discussion
    • O'Hagan, A. (1978) Curve fitting and optimal design for prediction. Journal of the Royal Statistical Society B, 40, 1-42, (with discussion).
    • (1978) Journal of the Royal Statistical Society B , vol.40 , pp. 1-42
    • O'Hagan, A.1
  • 8
    • 0042007137 scopus 로고
    • Integrating posterior densities by Bayesian quadrature
    • University of Warwick, Coventry, UK
    • O'Hagan, A. (1989) Integrating posterior densities by Bayesian quadrature. Warwick Statistics Research Report 177, University of Warwick, Coventry, UK.
    • (1989) Warwick Statistics Research Report 177
    • O'Hagan, A.1
  • 10
    • 0042507885 scopus 로고
    • Bayes estimation subject to uncertainty about parameter constraints
    • O'Hagan, A. and Leonard, T. (1976) Bayes estimation subject to uncertainty about parameter constraints. Biometrika, 62, 607-614.
    • (1976) Biometrika , vol.62 , pp. 607-614
    • O'Hagan, A.1    Leonard, T.2
  • 11
    • 0003132736 scopus 로고
    • Bayesian Kriging-merging observations and qualified guesses in Kriging
    • Omre, H. (1987) Bayesian Kriging-merging observations and qualified guesses in Kriging. Mathematical Geology, 19, 25-39.
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    • Omre, H.1
  • 13
    • 0000735595 scopus 로고
    • The moment generating function of the truncated multi-normal distribution
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    • (1961) Journal of the Royal Statistical Society B , vol.23 , Issue.1 , pp. 223-229
    • Tallis, G.M.1
  • 14
    • 0000782444 scopus 로고
    • Approximating posterior distributions by mixtures
    • West, M. (1993) Approximating posterior distributions by mixtures. Journal of the Royal Statistical Society B, 55, 409-422.
    • (1993) Journal of the Royal Statistical Society B , vol.55 , pp. 409-422
    • West, M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.