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Bayesian inference via projections

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Publication:5963777
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DOI10.1007/s11222-015-9557-6zbMath1331.62165OpenAlexW618083267MaRDI QIDQ5963777

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Publication date: 23 February 2016

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-015-9557-6


zbMATH Keywords

optimizationMCMClatent variable modelsstructured covariance matrices


Mathematics Subject Classification ID

Bayesian inference (62F15) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)


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Cites Work

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  • The pseudo-marginal approach for efficient Monte Carlo computations
  • Bayesian indirect inference using a parametric auxiliary model
  • Scaling it up: stochastic search structure learning in graphical models
  • A note on stochastic elliptic models
  • Covariance regularization by thresholding
  • Ancestral graph Markov models.
  • Robust principal component analysis?
  • Probabilistic Principal Component Analysis
  • On the Determination of General Scientific Models With Application to Asset Pricing
  • A General Framework for Updating Belief Distributions
  • On identification of multi-factor models with correlated residuals
  • Bayesian generalized method of moments
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