Exact posterior computation in non-conjugate Gaussian location-scale parameters models

DOI10.1016/J.CNSNS.2017.04.036OpenAlexW2610535273MaRDI QIDQ2007459FDOQ2007459

Authors: Jose Ailton Alencar Andrade, Pushpa N. Rathie 

Publication date: 14 October 2020

Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cnsns.2017.04.036

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zbMATH Keywords

Bayesian computationspecial functionsH-functionexact posterior distributionnon-conjugate models

Mathematics Subject Classification ID

Numerical analysis (65-XX) Computer science (68-XX)

Cites Work

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• Linear and nonlinear programming.
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• The H-Function
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• On exact posterior distributions using H-functions
• The Distribution of Products, Quotients and Powers of Independent H-Function Variates
• Exact distribution of the product and the quotient of two stable Lévy random variables

Cited In (6)

• Bayesian Dynamic Tensor Regression
• Exact posterior distribution of risk ratio in the Kumaraswamy-Binomial model
• Exact posterior computation for the binomial-Kumaraswamy model
• Deriving posterior distributions for a location parameter: A decision theoretic approach
• Exact posterior distribution for nonconjugate Pareto models
• Simple approximations for location and ANOVA models with non-conjugate priors

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