Random Sampling from Joint Probability Distributions Defined in a Bayesian Framework

DOI10.1137/18M1168467zbMath1469.62118WikidataQ62563351 ScholiaQ62563351MaRDI QIDQ4613508

Anis Younes, Qian Shao, Marwan Fahs, Thierry Alex Mara

Publication date: 1 February 2019

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

zbMATH Keywords

Bayesian frameworkdrainage experimentmaximal conditional posterior distributionmodel statistical calibrationposterior uncertainty and sensitivity analyses

Mathematics Subject Classification ID

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

Uses Software

• DREAM
• NUTS

Cites Work

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• Remarks on a Multivariate Transformation
• A method for the solution of certain non-linear problems in least squares
• An adaptive Metropolis algorithm

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