Posterior simulation via the signed root log-likelihood ratio

DOI10.1214/10-BA528MaRDI QIDQ2635227zbMATH OpenFDO

Authors Samer A. Kharroubi, Trevor Sweeting

Publication date 11 February 2016

Published in Bayesian Analysis (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.ba/1340110855

zbMATH Keywords

Bayesian computationcontrol variatesimportance samplingsigned root log-likelihood ratiovariance reduction

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear regression; mixed models (62J05) Censored data models (62N01)

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• Approximate Bayesian computation with modified log-likelihood ratios
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• Marginal posterior simulation via higher-order tail area approximations

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