A Monte Carlo approach to quantifying model error in Bayesian parameter estimation

DOI10.1016/J.CSDA.2014.10.008OpenAlexW2047277724MaRDI QIDQ1623791

Staci A. White, Radu Herbei

Publication date: 23 November 2018

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

Full work available at URL: https://doi.org/10.1016/j.csda.2014.10.008

zbMATH Keywords

Hellinger distanceKullback-Leibler\(\phi\)-divergencemodel error

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Monte Carlo methods (65C05)

Related Items (1)

A Monte Carlo approach to quantifying discrepancies between intractable posterior distributions

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