Bayesian statistics with a smile: a resampling-sampling perspective
dc.contributor.author | HEDIBERT FREITAS LOPES | |
dc.contributor.author | Polson, Nicholas G. | |
dc.contributor.author | Carvalho, Carlos M. | |
dc.coverage.cidade | Não informado | pt_BR |
dc.coverage.pais | Brasil | pt_BR |
dc.creator | Polson, Nicholas G. | |
dc.creator | Carvalho, Carlos M. | |
dc.date.accessioned | 2022-08-19T18:28:36Z | |
dc.date.available | 2022-08-19T18:28:36Z | |
dc.date.issued | 2012 | |
dc.description.other | In 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.extent | p. 358-371 | pt_BR |
dc.format.medium | Digital | pt_BR |
dc.identifier.doi | 10.1214/1 1-BJPS144 | pt_BR |
dc.identifier.issue | 4 | pt_BR |
dc.identifier.uri | https://repositorio.insper.edu.br/handle/11224/4056 | |
dc.identifier.volume | 26 | pt_BR |
dc.language.iso | Inglês | pt_BR |
dc.publisher | Institute of Mathematical Statistics | pt_BR |
dc.relation.ispartof | Brazilian Journal of Probability and Statistics | pt_BR |
dc.rights.license | O 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.keywords | Não informado | pt_BR |
dc.title | Bayesian statistics with a smile: a resampling-sampling perspective | pt_BR |
dc.type | journal article | |
dspace.entity.type | Publication | |
local.identifier.sourceUri | https://www.jstor.org/stable/43601224 | |
local.subject.cnpq | Ciências Sociais Aplicadas | pt_BR |
local.type | Artigo Científico | pt_BR |
relation.isAuthorOfPublication | 41f844cb-0e5a-4ef1-bb19-5ab1cec8e2ca | |
relation.isAuthorOfPublication.latestForDiscovery | 41f844cb-0e5a-4ef1-bb19-5ab1cec8e2ca |
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