On the use of marginal posteriors in marginal likelihood estimation via importance sampling
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Publication:1623576
DOI10.1016/j.csda.2014.03.004zbMath1506.62147arXiv1311.0674OpenAlexW2035213284MaRDI QIDQ1623576
Konstantinos Perrakis, Efthymios G. Tsionas, Ioannis Ntzoufras
Publication date: 23 November 2018
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1311.0674
importance samplingRao-Blackwellizationrandom effect modelsfinite normal mixturesmarginal likelihood estimationmarginal posterior
Computational methods for problems pertaining to statistics (62-08) Point estimation (62F10) Bayesian inference (62F15) Numerical analysis or methods applied to Markov chains (65C40)
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Uses Software
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