Posterior simulation via the signed root log-likelihood ratio

DOI10.1214/10-BA528zbMath1330.65030MaRDI QIDQ2635227

Samer A. Kharroubi, Trevor J. Sweeting

Publication date: 11 February 2016

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

Full work available at URL: https://projecteuclid.org/euclid.ba/1340110855

zbMATH Keywords

importance samplingvariance reductionBayesian computationcontrol variatessigned root log-likelihood ratio

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Censored data models (62N01) Bayesian inference (62F15)

Related Items (4)

Marginal posterior simulation via higher-order tail area approximations ⋮ Posterior simulation via the exponentially tilted signed root log-likelihood ratio ⋮ A note on approximate Bayesian credible sets based on modified loglikelihood ratios ⋮ Approximate Bayesian computation with modified log-likelihood ratios

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