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Bayesian missing data problems: EM, data augmentation and noniterative computation

Bayesian Missing Data Problems: EM, Data Augmentation and Noniterative Computation presents solutions to missing data problems through explicit or noniterative sampling calculation of Bayesian posteriors. The methods are based on the inverse Bayes formulae discovered by one of the author in 1995. Ap...

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Detalles Bibliográficos
Autores principales: Tan, Ming T, Tian, Guo-Liang, Ng, Kai Wang
Lenguaje:eng
Publicado: CRC Press 2009
Materias:
Acceso en línea:http://cds.cern.ch/record/2024634
Descripción
Sumario:Bayesian Missing Data Problems: EM, Data Augmentation and Noniterative Computation presents solutions to missing data problems through explicit or noniterative sampling calculation of Bayesian posteriors. The methods are based on the inverse Bayes formulae discovered by one of the author in 1995. Applying the Bayesian approach to important real-world problems, the authors focus on exact numerical solutions, a conditional sampling approach via data augmentation, and a noniterative sampling approach via EM-type algorithms. After introducing the missing data problems, Bayesian approach, and poste