The implementation of the bayesian paradigm

DOI10.1080/03610928508828963MaRDI QIDQ3704732zbMATH OpenOpenAlexFDO

Authors A. M. Skene, J. Ewart H. Shaw, J. C. Naylor, Michael R. Dransfield, A. F. M. Smith

Publication date 1985

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610928508828963

zbMATH Keywords

likelihoodGaussian quadratureimplementationBayesian paradigmgraphical displaysapproximation strategiesposterior or predictive distributionsspline techniques

Mathematics Subject Classification ID

Bayesian inference (62F15) Probabilistic methods, stochastic differential equations (65C99) Numerical integration (65D30)

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Cited in

(19)

• A conversation with Alan Gelfand
• Bayesian implementation: The necessity of infinite mechanisms
• An alternative stochastic supervisor in discriminant analysis
• Bayes-Hermite quadrature
• Bayesian inference for bivariate generalized linear models in diagnosing renal arterial obstruc\-tion
• Bayesian computational methods
• Bayesian computation: a summary of the current state, and samples backwards and forwards
• Some aspects of the reparametrization of statistical models
• Validation of prognostic indices using the frailty model
• Bayesian analysis of binary sequences
• From EM to data augmentation: the emergence of MCMC Bayesian computation in the 1980s
• scientific article; zbMATH DE number 4098703 (Why is no real title available?)
• Integration-based Kalman-filtering for a dynamic generalized linear trend model
• Laplace approximations to posterior moments and marginal distributions on circles, spheres, and cylinders
• Recursive nonlinear estimation: Geometry of a space of posterior densities
• Sampling-resampling techniques for the computation of posterior densities in normal means problems
• A Bayesian Monte Carlo integration strategy for connecting stochastic models of HIV/AIDS with data
• A Bayesian approach to computing posterior distribution and quantile functions
• Adaptive importance sampling in monte carlo integration

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