Random sampling from joint probability distributions defined in a Bayesian framework

DOI10.1137/18M1168467MaRDI QIDQ4613508zbMATH OpenWikidataFDO

Authors Qian Shao, Anis Younes, Thierry Mara, Marwan Fahs

Publication date 1 February 2019

Published in SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/18M1168467

zbMATH Keywords

Bayesian frameworkdrainage experimentmaximal conditional posterior distributionmodel statistical calibrationposterior uncertainty and sensitivity analyses

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Monte Carlo methods (65C05)

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Cited in

(1)

• A random-discretization based Monte Carlo sampling method and its applications

Describes a project that uses

Uses Software

• NUTS
• DREAM

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