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Turning Simulation into Estimation: Generalized Exchange Algorithms for Exponential Family Models
The Single Variable Exchange algorithm is based on a simple idea; any model that can be simulated can be estimated by producing draws from the posterior distribution. We build on this simple idea by framing the Exchange algorithm as a mixture of Metropolis transition kernels and propose strategies t...
| Autores principales: | , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Public Library of Science
2017
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5226842/ https://www.ncbi.nlm.nih.gov/pubmed/28076429 http://dx.doi.org/10.1371/journal.pone.0169787 |