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Estimation of posterior density functions from a posterior sample

Title
Estimation of posterior density functions from a posterior sample
Authors
Oh M.-S.
Ewha Authors
오만숙
SCOPUS Author ID
오만숙scopus
Issue Date
1999
Journal Title
Computational Statistics and Data Analysis
ISSN
0167-9473JCR Link
Citation
vol. 29, no. 4, pp. 411 - 427
Indexed
SCIE; SCOPUS WOS scopus
Abstract
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 joint posterior distribution. This paper proposes a simple and efficient method of estimating the posterior density functions at various points simultaneously by using a posterior sample.
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자연과학대학 > 통계학전공 > Journal papers
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