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Recursive nonlinear estimation: Geometry of a space of posterior densities

โœ Scribed by Rudolf Kulhavy


Book ID
107724853
Publisher
Elsevier Science
Year
1992
Tongue
English
Weight
902 KB
Volume
28
Category
Article
ISSN
0005-1098

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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