Two noniterative algorithms for computing posteriors

被引:1
作者
Yang, Jun [1 ,2 ]
Zou, Guohua [2 ]
Zhao, Yu [1 ]
机构
[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
关键词
Bayesian computation; data augmentation; EM algorithm; inverse Bayes formula; sampling/importance resampling; PMDA-Exact;
D O I
10.1007/s00180-007-0085-5
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
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.
引用
收藏
页码:443 / 453
页数:11
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