MCMC-based local parametric sensitivity estimations-Reference-Cited by-同舟云学术

MCMC-based local parametric sensitivity estimations

Published:2006-11 Issue:2 Volume:51 Page:823-835
ISSN:0167-9473
Container-title:Computational Statistics & Data Analysis
language:en
Short-container-title:Computational Statistics & Data Analysis

Author:

Pérez C.J.,Martín J.,Rufo M.J.

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Theory and Mathematics,Computational Mathematics,Statistics and Probability

Reference32 articles.

1. Statistical Decision Theory and Bayesian Analysis;Berger,1985

2. An overview of robust Bayesian analysis;Berger;Test,1994

3. Berger, J.O., Betro, B., Moreno, E., Pericchi, L.R., Ruggeri, F., Salinetti, G., Wasserman, L.e., 1996. Bayesian Robustness. IMS Lecture Notes Monograph Series, vol. 29. IMS.

4. Robust Bayesian analysis;Berger,2000

5. Best, N.G., Cowles, M.K., Vines, S.K., 1997. Coda: convergence diagnosis and output analysis software for Gibbs sampling output. Technical Report, MRC Biostatistics Unit, Cambridge.

Cited by 19 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Estimating Posterior Sensitivities with Application to Structural Analysis of Bayesian Vector Autoregressions;Journal of Business & Economic Statistics;2024-04-22

2. Detecting and diagnosing prior and likelihood sensitivity with power-scaling;Statistics and Computing;2023-12-31

3. Posterior Manifolds over Prior Parameter Regions: Beyond Pointwise Sensitivity Assessments for Posterior Statistics from MCMC Inference;Studies in Nonlinear Dynamics & Econometrics;2023-12-22

4. An in-depth analysis of Markov-Chain Monte Carlo ensemble samplers for inverse vadose zone modeling;Journal of Hydrology;2023-09

5. Some models are useful, but how do we know which ones? Towards a unified Bayesian model taxonomy;Statistics Surveys;2023-01-01