MCMC-based local parametric sensitivity estimations

Computational Statistics and Data Analysis

Volumn 51, Issue 2, 2006, Pages 823-835

  Perez C J ^a   Martin J ^a   Rufo, M J ^a  

^a UNIVERSITY OF EXTREMADURA   (Spain)

Author keywords

Bayesian decision theory; Bayesian inference; MCMC; Simulation

Indexed keywords

COMPUTER SIMULATION; DECISION THEORY; INTEGRAL EQUATIONS; MARKOV PROCESSES; MATHEMATICAL MODELS; MONTE CARLO METHODS;

BAYESIAN DECISION THEORY; BAYESIAN INFERENCE; MARKOV CHAIN MONTE CARLO (MCMC) METHODS;

SENSITIVITY ANALYSIS;

EID: 33750315858     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2005.09.005     Document Type: Article

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