MCMC methods to approximate conditional predictive distributions

DOI10.1016/J.CSDA.2006.01.018zbMATH Open1157.62355OpenAlexW2064530994MaRDI QIDQ1010398FDOQ1010398

María Eugenia Castellanos, M. J. Bayarri, Javier Morales

Publication date: 6 April 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2006.01.018

zbMATH Keywords

Gibbs samplingBayesian model checkingconditioning setconditioning statisticsMetropolis-hastingspartial posterior predictive distribution

Mathematics Subject Classification ID

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

Cites Work

• Sampling and Bayes' Inference in Scientific Modelling and Robustness
• Sampling-Based Approaches to Calculating Marginal Densities
• Monte Carlo sampling methods using Markov chains and their applications
• Statistical decision theory and Bayesian analysis. 2nd ed
• Equation of State Calculations by Fast Computing Machines
• MCMC algorithms for constrained variance matrices
• P Values for Composite Null Models
• Rejoinder: ``The case for objective Bayesian analysis
• The roles of conditioning in inference. With comments and rejoinder
• Parametric statistical models and likelihood
• Algebraic algorithms for sampling from conditional distributions
• Asymptotic Distribution of P Values in Composite Null Models
• Conditional Confidence Statements and Confidence Estimators
• Bayesian measures of surprise for outlier detection
• Bayesian analysis of the stochastic conditional duration model
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Cited In (8)

• Obtaining similar null distributions in the normal linear model using computational methods
• Bayesian checking of the second levels of hierarchical models
• An MCMC approach to classical estimation.
• Prediction under generalized exponential distribution using MCMC algorithm
• Predictive inference with Fleming-Viot-driven dependent Dirichlet processes
• Predictive Inference Based on Markov Chain Monte Carlo Output
• Rejoinder: Bayesian checking of the second levels of hierarchical models
• Bayesian prediction of future observations from weighted exponential distribution constant-stress model based on Type-II hybrid censored data

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