Two noniterative algorithms for computing posteriors
文献类型：期刊论文
| 作者 | Yang, Jun1,2; Zou, Guohua2; Zhao, Yu1 |
| 刊名 | COMPUTATIONAL STATISTICS
 |
| 出版日期 | 2008-07-01 |
| 卷号 | 23期号:3页码:443-453 |
| 关键词 | Bayesian computation data augmentation EM algorithm inverse Bayes formula sampling/importance resampling PMDA-Exact |
| ISSN号 | 0943-4062 |
| DOI | 10.1007/s00180-007-0085-5 |
| 英文摘要 | 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. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000257721500006 |
| 出版者 | SPRINGER HEIDELBERG |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/5925]  |
| 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. |
入库方式： OAI收割
来源：数学与系统科学研究院
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