Two noniterative algorithms for computing posteriors (Q626222)
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scientific article; zbMATH DE number 5855594
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Two noniterative algorithms for computing posteriors |
scientific article; zbMATH DE number 5855594 |
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Two noniterative algorithms for computing posteriors (English)
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22 February 2011
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The authors consider two algorithms for sampling from a posterior distribution. The first is the modified SIR (sampling importance resampling) algorithm based on the inverse Bayes formula and generating an approximate posterior distribution. The second is a modification of the PMDA-Exact (poor man's data augmentation) algorithm. Applications to a genetic linkage model, a reliability growth model with missing data and hierarchical mixed-effect models are considered.
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sampling importance resampling algorithm
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poor man's data augmentation algorithm
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missing data
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sampling from posteriors
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