Scalable Rejection Sampling for Bayesian Hierarchical Models
نویسندگان
چکیده
منابع مشابه
Scalable Rejection Sampling for Bayesian Hierarchical Models
We develop a new method to sample from posterior distributions in Bayesian hierarchical models, as commonly used in marketing research, without using Markov chain Monte Carlo. This method, which is a variant of rejection sampling ideas, is generally applicable to high-dimensional models involving large data sets. Samples are independent, so they can be collected in parallel, and we do not need ...
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ژورنال
عنوان ژورنال: Marketing Science
سال: 2016
ISSN: 0732-2399,1526-548X
DOI: 10.1287/mksc.2014.0901