KMS Of Academy of mathematics and systems sciences, CAS
| Two noniterative algorithms for computing posteriors | |
| Yang, Jun1,2; Zou, Guohua2; Zhao, Yu1 | |
| 2008-07-01 | |
| Source Publication | COMPUTATIONAL STATISTICS
 |
| ISSN | 0943-4062 |
| Volume | 23Issue:3Pages:443-453 |
| Abstract | 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. |
| Keyword | Bayesian computation data augmentation EM algorithm inverse Bayes formula sampling/importance resampling PMDA-Exact |
| DOI | 10.1007/s00180-007-0085-5 |
| Language | 英语 |
| WOS Research Area | Mathematics |
| WOS Subject | Statistics & Probability |
| WOS ID | WOS:000257721500006 |
| Publisher | SPRINGER HEIDELBERG |
| Citation statistics | |
| Document Type | 期刊论文 |
| Identifier | http://ir.amss.ac.cn/handle/2S8OKBNM/5926 |
| Collection | 中国科学院数学与系统科学研究院 |
| Corresponding Author | Yang, Jun |
| Affiliation | 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 |
| Recommended Citation 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. |
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