A Bayesian approach to computing posterior distribution and quantile functions

DOI10.1016/S0378-3758(99)00026-9MaRDI QIDQ1969148zbMATH OpenOpenAlexWikidataFDO

Authors Marc C. Kennedy

Publication date 24 August 2000

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0378-3758(99)00026-9

zbMATH Keywords

Bayesian quadraturedistribution functionsGaussian processincomplete beta functionquantile functions

Mathematics Subject Classification ID

Bayesian inference (62F15) Numerical integration (65D30)

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Cites work

• Algorithm AS 195: Multivariate Normal Probabilities with Error Bound
• Applications of a Method for the Efficient Computation of Posterior Distributions
• Bayes-Hermite quadrature
• Bayesian Inference in Econometric Models Using Monte Carlo Integration
• Design and analysis of computer experiments. With comments and a rejoinder by the authors
• scientific article; zbMATH DE number 4098703 (Why is no real title available?)
• scientific article; zbMATH DE number 3583145 (Why is no real title available?)
• scientific article; zbMATH DE number 840151 (Why is no real title available?)
• The implementation of the bayesian paradigm

Cited in

(3)

• Bayes-Hermite quadrature
• Bayesian nonparametric confidence bounds for a distribution function
• Query efficient posterior estimation in scientific experiments via Bayesian active learning

Describes a project that uses

Uses Software

• AS 67
• AS 63
• AS 195
• AS 66
• Algorithm 462

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