MCMC methods to approximate conditional predictive distributions

Computational Statistics and Data Analysis

Volumn 51, Issue 2, 2006, Pages 621-640

  Bayarri, M J ^a   Castellanos, M E ^b   Morales, J ^c  

^a UNIVERSITY OF VALENCIA   (Spain)

^b UNIVERSIDAD REY JUAN CARLOS   (Spain)

^c MIGUEL HERNÁNDEZ UNIVERSITY   (Spain)

Author keywords

Bayesian model checking; Conditioning set; Conditioning statistics; Gibbs sampling; Metropolis Hastings; Partial posterior predictive distribution

Indexed keywords

ALGORITHMS; APPROXIMATION THEORY; CONDITION MONITORING; MONTE CARLO METHODS; PROBLEM SOLVING; SAMPLING;

BAYESIAN MODEL CHECKING; CONDITIONING SETS; CONDITIONING STATISTICS; GIBBS SAMPLING; METROPOLIS-HASTINGS; PARTIAL POSTERIOR PREDICTIVE DISTRIBUTION;

MARKOV PROCESSES;

EID: 33750287693     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2006.01.018     Document Type: Article

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