Exact Bayesian inference via data augmentation
نویسندگان
چکیده
منابع مشابه
Exact Bayesian inference via data augmentation
Data augmentation is a common tool in Bayesian statistics, especially in the application of MCMC. Data augmentation is used where direct computation of the posterior density, π(θ |x), of the parameters θ , given the observed data x, is not possible. We show that for a range of problems, it is possible to augment the data by y, such that, π(θ |x,y) is known, and π(y|x) can easily be computed. In...
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ژورنال
عنوان ژورنال: Statistics and Computing
سال: 2013
ISSN: 0960-3174,1573-1375
DOI: 10.1007/s11222-013-9435-z