Computational approaches for empirical Bayes methods and Bayesian sensitivity analysis
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Publication:661177
DOI10.1214/11-AOS913zbMath1231.62008arXiv1202.5160MaRDI QIDQ661177
Publication date: 21 February 2012
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1202.5160
importance sampling; Markov chain Monte Carlo; ergodicity; Bayes factors; control variates; hyperparameter selection
62F12: Asymptotic properties of parametric estimators
62J05: Linear regression; mixed models
62F10: Point estimation
62F15: Bayesian inference
65C40: Numerical analysis or methods applied to Markov chains
62C12: Empirical decision procedures; empirical Bayes procedures
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