SISAM and MIXIN: Two algorithms for the computation of posterior moments and densities using Monte Carlo integration (Q4017563)
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English | SISAM and MIXIN: Two algorithms for the computation of posterior moments and densities using Monte Carlo integration |
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SISAM and MIXIN: Two algorithms for the computation of posterior moments and densities using Monte Carlo integration (English)
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16 January 1993
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posterior moments
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Bayesian analysis
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importance sampling
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information set
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posterior density function
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Monte Carlo integration methods
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Fortran computer programs
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multivariate Student \(t\) importance function
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multivariate normal importance function
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quadrature
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