On Monte Carlo computation of posterior expectations with uncertainty

DOI10.1080/00949655.2017.1311895OpenAlexW2605734975MaRDI QIDQ5106910

Wenxin Jiang, Wei Wei

Publication date: 22 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2017.1311895

zbMATH Keywords

posterioruncertaintyMonte CarloexpectationBayes prior

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

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

Uses Software

• BayesDA

Cites Work

• Unnamed Item
• New classes of priors based on stochastic orders and distortion functions
• Optimal actions in problems with convex loss functions
• Tools for statistical inference. Observed data and data augmentation methods
• An overview of robust Bayesian analysis. (With discussion)
• Theory of capacities
• UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA
• Equation of State Calculations by Fast Computing Machines
• Upper and Lower Probabilities Induced by a Multivalued Mapping
• Monte Carlo sampling methods using Markov chains and their applications
• The Monte Carlo Method
• Robust Bayesian analysis

This page was built for publication: On Monte Carlo computation of posterior expectations with uncertainty