Bayesian statistics with a smile: a resampling-sampling perspective

dc.contributor.authorHEDIBERT FREITAS LOPES
dc.contributor.authorPolson, Nicholas G.
dc.contributor.authorCarvalho, Carlos M.
dc.coverage.cidadeNão informadopt_BR
dc.coverage.paisBrasilpt_BR
dc.creatorPolson, Nicholas G.
dc.creatorCarvalho, Carlos M.
dc.date.accessioned2022-08-19T18:28:36Z
dc.date.available2022-08-19T18:28:36Z
dc.date.issued2012
dc.description.otherIn this paper we develop a simulation-based approach to sequential inference in Bayesian statistics. Our resampling-sampling perspective provides draws from posterior distributions of interest by exploiting the sequential nature of Bayes theorem. Predictive inferences are a direct byproduct of our analysis as are marginal likelihoods for model assessment. We illustrate our approach in a hierarchical normal-means model and in a sequential version of Bayesian lasso. This approach provides a simple yet powerful framework for the construction of alternative posterior sampling strategies for a variety of commonly used models.pt_BR
dc.format.extentp. 358-371pt_BR
dc.format.mediumDigitalpt_BR
dc.identifier.doi10.1214/1 1-BJPS144pt_BR
dc.identifier.issue4pt_BR
dc.identifier.urihttps://repositorio.insper.edu.br/handle/11224/4056
dc.identifier.volume26pt_BR
dc.language.isoInglêspt_BR
dc.publisherInstitute of Mathematical Statisticspt_BR
dc.relation.ispartofBrazilian Journal of Probability and Statisticspt_BR
dc.rights.licenseO INSPER E ESTE REPOSITÓRIO NÃO DETÊM OS DIREITOS DE USO E REPRODUÇÃO DOS CONTEÚDOS AQUI REGISTRADOS. É RESPONSABILIDADE DOS USUÁRIOS INDIVIDUAIS VERIFICAR OS USOS PERMITIDOS NA FONTE ORIGINAL, RESPEITANDO-SE OS DIREITOS DE AUTOR OU EDITOR.pt_BR
dc.subject.keywordsNão informadopt_BR
dc.titleBayesian statistics with a smile: a resampling-sampling perspectivept_BR
dc.typejournal article
dspace.entity.typePublication
local.identifier.sourceUrihttps://www.jstor.org/stable/43601224
local.subject.cnpqCiências Sociais Aplicadaspt_BR
local.typeArtigo Científicopt_BR
relation.isAuthorOfPublication41f844cb-0e5a-4ef1-bb19-5ab1cec8e2ca
relation.isAuthorOfPublication.latestForDiscovery41f844cb-0e5a-4ef1-bb19-5ab1cec8e2ca
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