Computing Bayesian Means Using Simulation

DOI10.1145/2735631zbMath1369.65016OpenAlexW2232844652MaRDI QIDQ5270661

Sigrún Andradóttir, Peter W. Glynn

Publication date: 30 June 2017

Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1145/2735631

zbMATH Keywords

numerical integrationconsistencyconvergence ratebiasnested simulationSimpson's rulequasi-random numbersindependent samplingBayesian simulation

Mathematics Subject Classification ID

Bayesian inference (62F15) Numerical integration (65D30)

Related Items (1)

Computing Sensitivities for Distortion Risk Measures

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