On some difficulties with a posterior probability approximation technique

DOI10.1214/08-BA316zbMath1330.62149arXiv0801.3513WikidataQ60461498 ScholiaQ60461498MaRDI QIDQ2634524

Jean-Michel Marin, Christian P. Robert Robert

Publication date: 16 February 2016

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0801.3513

zbMATH Keywords

Markov chain Monte Carlo (MCMC)unbiasednessBayesian model choicereversible jumpposterior approximationimpropertypseudo-priors

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Bayesian inference (62F15) Numerical analysis or methods applied to Markov chains (65C40) Statistical methods; economic indices and measures (91B82)

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