Marginal maximum a posteriori estimation using Markov chain Monte Carlo

DOI10.1023/A:1013172322619MaRDI QIDQ451237zbMATH OpenOpenAlexFDO

Authors Arnaud Doucet, Simon J. Godsill, Christian Robert

Publication date 23 September 2012

Published in Statistics and Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1013172322619

zbMATH Keywords

Bayesian computationsimulated annealingdata augmentationmissing datadeconvolution

Mathematics Subject Classification ID

Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Numerical analysis or methods applied to Markov chains (65C40)

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