Bayesian inference using adaptive sampling

DOI10.1016/S0731-9053(08)23002-1MaRDI QIDQ3572024zbMATH OpenOpenAlexFDO

Authors Robert Kohn, Paolo Giordani

Publication date 30 June 2010

Published in Bayesian Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0731-9053(08)23002-1

Mathematics Subject Classification ID

Bayesian inference (62F15)

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Cited in

(6)

• Bayesian adaptive estimation: the next dimension
• Automated generation of initial points for adaptive rejection sampling of log-concave distributions
• Bayesian optimization for likelihood-free inference of simulator-based statistical models
• Adaptive method for indirect identification of the statistical properties of random fields in a Bayesian framework
• Bayesian Inference Based on Stationary Fokker-Planck Sampling
• On adaptive Bayesian inference

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