Accuracy of posterior approximations via \(\chi^2\) and harmonic divergences

DOI10.1016/j.jspi.2003.11.013zbMath1098.62029OpenAlexW2086676956MaRDI QIDQ707059

Gustavo L. Gilardoni

Publication date: 9 February 2005

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2003.11.013

zbMATH Keywords

Markov chain Monte CarloImportance samplingStanford heart transplant dataHierarchical modelsApproximate Bayesian inferenceChi-squared and harmonic divergencespump failure data

Mathematics Subject Classification ID

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

Related Items (3)

Target tracking by fusion of random measures ⋮ A class of flat prior distributions for the Poisson‐gamma hierarchical model ⋮ Very accurate posterior approximations based on finite mixtures of the hyperparameters condi\-tionals

Cites Work

• Markov chains for exploring posterior distributions. (With discussion)
• Monte Carlo error estimation for multivariate Markov chains
• Sampling-Based Approaches to Calculating Marginal Densities
• Applications of a Method for the Efficient Computation of Posterior Distributions
• Accurate Approximations for Posterior Moments and Marginal Densities
• Robust Empirical Bayes Analyses of Event Rates
• Approximate methods for assessing influence and sensitivity in Bayesian analysis
• Asymptotic Expansions Associated with Posterior Distributions
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Accuracy of posterior approximations via \(\chi^2\) and harmonic divergences