A Bayesian approach to computing posterior distribution and quantile functions

DOI10.1016/S0378-3758(99)00026-9zbMath0942.62028OpenAlexW2080850894WikidataQ126311325 ScholiaQ126311325MaRDI QIDQ1969148

Marc C. Kennedy

Publication date: 24 August 2000

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(99)00026-9

zbMATH Keywords

incomplete beta functionGaussian processdistribution functionsquantile functionsBayesian quadrature

Mathematics Subject Classification ID

Bayesian inference (62F15) Numerical integration (65D30)

Uses Software

• AS 66
• AS 195
• AS 63
• AS 67
• Algorithm 462

Cites Work

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• Bayes-Hermite quadrature
• Design and analysis of computer experiments. With comments and a rejoinder by the authors
• Algorithm AS 195: Multivariate Normal Probabilities with Error Bound
• Applications of a Method for the Efficient Computation of Posterior Distributions
• The implementation of the bayesian paradigm
• Bayesian Inference in Econometric Models Using Monte Carlo Integration

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