Performance study of marginal posterior density estimation via Kullback-Leibler divergence

DOI10.1007/BF02564702zbMath0905.62021OpenAlexW1993778231MaRDI QIDQ1382945

Ming-Hui Chen, Qui-Man Shao

Publication date: 7 February 1999

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02564702

zbMATH Keywords

Markov chain Monte Carlokernel density estimationBayesian computationconditional marginal density estimationimportance-weighted marginal density estimation

Mathematics Subject Classification ID

Density estimation (62G07) Bayesian inference (62F15) Monte Carlo methods (65C05) Statistical aspects of information-theoretic topics (62B10)

Related Items

Use in practice of importance sampling for repeated MCMC for Poisson models, Using MCMC chain outputs to efficiently estimate Bayes factors, Variable selection for multivariate logistic regression models

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On Kullback-Leibler loss and density estimation
• On global properties of variable bandwidth density estimators
• Markov chains for exploring posterior distributions. (With discussion)
• Weighted distributions viewed in the context of model selection: A Bayesian perspective
• The Berry-Esseen bound for Student's statistic
• Marginal Likelihood from the Gibbs Output
• Approximation Theorems of Mathematical Statistics
• Sampling-Based Approaches to Calculating Marginal Densities
• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
• Importance-Weighted Marginal Bayesian Posterior Density Estimation
• Computing Bayes Factors Using a Generalization of the Savage-Dickey Density Ratio
• Monte Carlo sampling methods using Markov chains and their applications