De Finetti priors using Markov chain Monte Carlo computations
DOI10.1007/S11222-015-9562-9zbMATH Open1331.62061OpenAlexW651384464WikidataQ36083111 ScholiaQ36083111MaRDI QIDQ5963781FDOQ5963781
Authors: Sergio Bacallado, Persi Diaconis, Susan Holmes 
Publication date: 23 February 2016
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: http://europepmc.org/articles/pmc4578810
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Contingency tables (62H17) Bayesian problems; characterization of Bayes procedures (62C10) Compound decision problems in statistical decision theory (62C25)
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Cited In (6)
- On a notion of partially conditionally identically distributed sequences
- Markov Bases: A 25 Year Update
- Evaluating default priors with a generalization of Eaton's Markov chain
- Measuring dependence in the Wasserstein distance for Bayesian nonparametric models
- Rates of convergence for Gibbs sampling in the analysis of almost exchangeable data
- Transport distances on random vectors of measures: recent advances in Bayesian nonparametrics
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