Very accurate posterior approximations based on finite mixtures of the hyperparameters conditionals

Computational Statistics and Data Analysis

Volumn 51, Issue 2, 2006, Pages 872-884

  Gilardoni, G L ^a  

^a UNIVERSITY OF BRASILIA   (Brazil)

Author keywords

Approximate Bayesian inference; Chi squared divergence; Harmonic or Triangular divergence; Hierarchical models; Importance sampling; Mixture distributions

Indexed keywords

APPROXIMATION THEORY; COMPUTER SIMULATION; MATHEMATICAL MODELS; OPTIMIZATION; SAMPLING; STATISTICAL TESTS;

APPROXIMATE BAYESIAN INFERENCE; CHI-SQUARED DIVERGENCE; HARMONIC OR TRIANGULAR DIVERGENCE; HIERARCHICAL MODELS; IMPORTANCE SAMPLING; MIXTURE DISTRIBUTIONS;

COMPUTATIONAL METHODS;

EID: 33750344778     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2005.09.008     Document Type: Article

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