A Monte Carlo approach to quantifying model error in Bayesian parameter estimation

DOI10.1016/J.CSDA.2014.10.008MaRDI QIDQ1623791zbMATH OpenOpenAlexFDO

Authors Staci A. White, Radu Herbei

Publication date 23 November 2018

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

Full work available at URL https://doi.org/10.1016/j.csda.2014.10.008

zbMATH Keywords

\(\phi\)-divergenceHellinger distanceKullback-Leiblermodel error

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Monte Carlo methods (65C05)

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Cited in

(2)

• The characterization of Monte Carlo errors for the quantification of the value of forensic evidence
• A Monte Carlo approach to quantifying discrepancies between intractable posterior distributions

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