Iterative importance sampling with Markov chain Monte Carlo sampling in robust Bayesian analysis

DOI10.1016/j.csda.2022.107558OpenAlexW4283213141MaRDI QIDQ2674506

Ivette Raices Cruz, Ullrika Sahlin, Matthias C. M. Troffaes, Johan Lindström

Publication date: 14 September 2022

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

Full work available at URL: https://arxiv.org/abs/2206.08728

zbMATH Keywords

uncertainty quantificationrandom effects modelmeta-analysiseffective sample sizebounds on probability

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items

The importance Markov chain

Uses Software

• BayesDA
• optimx
• RStan
• rstan

Cites Work

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