Bayesian inference and the parametric bootstrap
نویسندگان
چکیده
منابع مشابه
Bayesian inference and the parametric bootstrap.
The parametric bootstrap can be used for the efficient computation of Bayes posterior distributions. Importance sampling formulas take on an easy form relating to the deviance in exponential families, and are particularly simple starting from Jeffreys invariant prior. Because of the i.i.d. nature of bootstrap sampling, familiar formulas describe the computational accuracy of the Bayes estimates...
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ژورنال
عنوان ژورنال: The Annals of Applied Statistics
سال: 2012
ISSN: 1932-6157
DOI: 10.1214/12-aoas571