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Approximating multivariate posterior distribution functions from Monte Carlo samples for sequential Bayesian inference
An important feature of Bayesian statistics is the opportunity to do sequential inference: the posterior distribution obtained after seeing a dataset can be used as prior for a second inference. However, when Monte Carlo sampling methods are used for inference, we only have a set of samples from the...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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Public Library of Science
2020
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7069631/ https://www.ncbi.nlm.nih.gov/pubmed/32168343 http://dx.doi.org/10.1371/journal.pone.0230101 |