MCMC methods to approximate conditional predictive distributions

DOI10.1016/J.CSDA.2006.01.018MaRDI QIDQ1010398zbMATH OpenOpenAlexFDO

Authors M. J. Bayarri, Javier Morales, María Eugenia Castellanos

Publication date 6 April 2009

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

Full work available at URL https://doi.org/10.1016/j.csda.2006.01.018

zbMATH Keywords

Gibbs samplingBayesian model checkingconditioning setconditioning statisticsMetropolis-hastingspartial posterior predictive distribution

Mathematics Subject Classification ID

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

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Cited in

(11)

• Obtaining similar null distributions in the normal linear model using computational methods
• Bayesian checking of the second levels of hierarchical models
• An MCMC approach to classical estimation.
• A counterexample to a claim about stochastic simulations
• Prediction under generalized exponential distribution using MCMC algorithm
• Random sampling from joint probability distributions defined in a Bayesian framework
• Predictive inference with Fleming-Viot-driven dependent Dirichlet processes
• Predictive Inference Based on Markov Chain Monte Carlo Output
• Approximate Monte Carlo Conditional Inference in Exponential Families
• Rejoinder: Bayesian checking of the second levels of hierarchical models
• Bayesian prediction of future observations from weighted exponential distribution constant-stress model based on Type-II hybrid censored data

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