Estimation of posterior density functions from a posterior sample.

DOI10.1016/S0167-9473(98)00068-1zbMath1042.65507OpenAlexW1985261262MaRDI QIDQ1285505

Man-Suk Oh

Publication date: 28 April 1999

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

Full work available at URL: https://doi.org/10.1016/s0167-9473(98)00068-1

zbMATH Keywords

Bayesian analysisSimulationDensity estimationMarkov Chain Monte Carlo

Mathematics Subject Classification ID

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

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• Importance-Weighted Marginal Bayesian Posterior Density Estimation
• Monte Carlo sampling methods using Markov chains and their applications