Two noniterative algorithms for computing posteriors

DOI10.1007/s00180-007-0085-5zbMath1222.62046OpenAlexW2086998683MaRDI QIDQ626222

Yu Zhao, Jun Yang, Guo Hua Zou

Publication date: 22 February 2011

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-007-0085-5

zbMATH Keywords

missing datapoor man's data augmentation algorithmsampling from posteriorssampling importance resampling algorithm

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Applications of statistics (62P99)

Cites Work

• Random-Effects Models for Longitudinal Data
• Exact statistical solutions using the inverse Bayes formulae.
• Honest exploration of intractable probability distributions via Markov chain Monte Carlo.
• Bayesian Computation for Nonhomogeneous Poisson Processes in Software Reliability
• Accurate Approximations for Posterior Moments and Marginal Densities
• The Calculation of Posterior Distributions by Data Augmentation
• The ECME algorithm: A simple extension of EM and ECM with faster monotone convergence
• Fully Exponential Laplace Approximations to Expectations and Variances of Nonpositive Functions
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