Two noniterative algorithms for computing posteriors (Q626222)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Two noniterative algorithms for computing posteriors |
scientific article |
Statements
Two noniterative algorithms for computing posteriors (English)
0 references
22 February 2011
0 references
The authors consider two algorithms for sampling from a posterior distribution. The first is the modified SIR (sampling importance resampling) algorithm based on the inverse Bayes formula and generating an approximate posterior distribution. The second is a modification of the PMDA-Exact (poor man's data augmentation) algorithm. Applications to a genetic linkage model, a reliability growth model with missing data and hierarchical mixed-effect models are considered.
0 references
sampling importance resampling algorithm
0 references
poor man's data augmentation algorithm
0 references
missing data
0 references
sampling from posteriors
0 references
0 references
