MCMC methods to approximate conditional predictive distributions

DOI10.1016/j.csda.2006.01.018zbMath1157.62355OpenAlexW2064530994MaRDI QIDQ1010398

M. J. Bayarri, Javier Morales, María Eugenia Castellanos

Publication date: 6 April 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2006.01.018

zbMATH Keywords

Gibbs samplingBayesian model checkingconditioning setconditioning statisticsMetropolis-hastingspartial posterior predictive distribution

Mathematics Subject Classification ID

Bayesian inference (62F15) Numerical analysis or methods applied to Markov chains (65C40)

Related Items (4)

Bayesian prediction of future observations from weighted exponential distribution constant-stress model based on Type-II hybrid censored data ⋮ Bayesian checking of the second levels of hierarchical models ⋮ Rejoinder: Bayesian checking of the second levels of hierarchical models ⋮ Obtaining similar null distributions in the normal linear model using computational methods

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• Rejoinder: ``The case for objective Bayesian analysis

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