Marginal maximum a posteriori estimation using Markov chain Monte Carlo

DOI10.1023/A:1013172322619zbMATH Open1247.62087OpenAlexW1511187233MaRDI QIDQ451237FDOQ451237

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

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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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