On some diffculties with a posterior probability approximation technique

Bayesian Analysis

Volumn 3, Issue 2, 2008, Pages 427-442

  Robert, Christian P ^a,b   Mariny, Jean Michel ^b,c  

^a UNIVERSITÉ PARIS DAUPHINE   (France)

^b CREST   (France)

^c INRIA SACLAY   (France)

Author keywords

Bayesian model choice; Improperty; Markov chain monte carlo (MCMC); Posterior approximation; Pseudo priors; Reversible jump; Unbiasedness

Indexed keywords

EID: 77956281530     PISSN: 19360975     EISSN: 19316690     Source Type: Journal    
DOI: 10.1214/08-BA316     Document Type: Article

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