Two noniterative algorithms for computing posteriors

doi:10.1007/s00180-007-0085-5

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	Two noniterative algorithms for computing posteriors
	Yang, Jun 1,2; Zou, Guohua 2; Zhao, Yu 1
	2008-07-01
发表期刊	COMPUTATIONAL STATISTICS
ISSN	0943-4062
卷号	23 期号:3 页码:443-453
摘要	In this paper, we first propose a noniterative sampling method to obtain an i.i.d. sample approximately from posteriors by combining the inverse Bayes formula, sampling/importance resampling and posterior mode estimates. We then propose a new exact algorithm to compute posteriors by improving the PMDA-Exact using the sampling-wise IBF. If the posterior mode is available from the EM algorithm, then these two algorithms compute posteriors well and eliminate the convergence problem of Markov Chain Monte Carlo methods. We show good performances of our methods by some examples.
关键词	Bayesian computation data augmentation EM algorithm inverse Bayes formula sampling/importance resampling PMDA-Exact
DOI	10.1007/s00180-007-0085-5
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000257721500006
出版者	SPRINGER HEIDELBERG
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/5926
专题	中国科学院数学与系统科学研究院
通讯作者	Yang, Jun
作者单位	1.Beijing Univ Aeronaut & Astronaut, Dept Syst Engn Engn Technol, Beijing 100083, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China
推荐引用方式 GB/T 7714	Yang, Jun,Zou, Guohua,Zhao, Yu. Two noniterative algorithms for computing posteriors[J]. COMPUTATIONAL STATISTICS,2008,23(3):443-453.
APA	Yang, Jun,Zou, Guohua,&Zhao, Yu.(2008).Two noniterative algorithms for computing posteriors.COMPUTATIONAL STATISTICS,23(3),443-453.
MLA	Yang, Jun,et al."Two noniterative algorithms for computing posteriors".COMPUTATIONAL STATISTICS 23.3(2008):443-453.