The joint posterior density function of parameters and marginal posterior density functions of subsets of parameters are key quantities in Bayesian inference. Even when the posterior densities are unknown, there are many cases where Markov Chain Monte Carlo methods can generate samples from the join
β¦ LIBER β¦
On a Posterior Predictive Density Sample Size Criterion
β Scribed by THEODOROS NICOLERIS; STEPHEN G. WALKER
- Book ID
- 111008783
- Publisher
- John Wiley and Sons
- Year
- 2006
- Tongue
- English
- Weight
- 130 KB
- Volume
- 33
- Category
- Article
- ISSN
- 0303-6898
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