An application of adaptive independent chain Metropolis-Hastings algorithms in Bayesian hazard rate estimation

DOI10.1023/B:MCAP.0000026561.22669.5EzbMath1049.65010OpenAlexW2088365590MaRDI QIDQ596515

Jørund Gåsemyr, Bent Natvig, Cecilie Sjuls Nygård

Publication date: 10 August 2004

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/b:mcap.0000026561.22669.5e

zbMATH Keywords

performanceMarkov chain Monte Carlo methodsurvival analysisadaptive MCMCMetropolis-Hastings algorithmsBayesian inferencerejection samplingindependent chain

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Bayesian inference (62F15) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

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