A numerically stable algorithm for integrating Bayesian models using Markov melding

DOI10.1007/s11222-022-10086-2zbMath1484.62006arXiv2001.08038OpenAlexW3001208401MaRDI QIDQ2128057

Andrew A. Manderson, Robert J. B. Goudie

Publication date: 21 April 2022

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

Full work available at URL: https://arxiv.org/abs/2001.08038

zbMATH Keywords

data integrationkernel density estimationevidence synthesisbiased samplingweighted samplingmulti-source inferenceself-density ratio

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Applications of statistics to biology and medical sciences; meta analysis (62P10) Bayesian inference (62F15)

Uses Software

• R
• KernSmooth
• rjags
• Rcpp
• Stan
• prediction-prostate-surveillance

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