Show simple item record

dc.contributor.authorMarin, Jean-Michel
dc.contributor.authorRobert, Christian P.
dc.date.accessioned2009-07-07T06:40:41Z
dc.date.available2009-07-07T06:40:41Z
dc.date.issued2008
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/848
dc.language.isoenen
dc.subjectStatistiquesen
dc.subject.ddc519en
dc.titleOn some difficulties with a posterior probability approximation techniqueen
dc.typeArticle accepté pour publication ou publié
dc.contributor.editoruniversityotherINRIA;France
dc.contributor.editoruniversityotherINSEE;France
dc.description.abstractenIn Scott (2002) and Congdon (2006), a new method is advanced to compute posterior probabilities of models under consideration. It is based solely on MCMC outputs restricted to single models, i.e., it is bypassing reversible jump and other model exploration techniques. While it is indeed possible to approximate posterior probabilities based solely on MCMC outputs from single models, as demonstrated by Gelfand and Dey (1994) and Bartolucci et al. (2006), we show that the proposals of Scott (2002) and Congdon (2006) are biased and advance several arguments towards this thesis, the primary one being the confusion between model-based posteriors and joint pseudo-posteriors.en
dc.relation.isversionofjnlnameBayesian Analysis
dc.relation.isversionofjnlvol3en
dc.relation.isversionofjnlissue2en
dc.relation.isversionofjnldate2008
dc.relation.isversionofjnlpages427-442en
dc.relation.isversionofdoihttp://dx.doi.org/10.1214/08-BA316en
dc.identifier.urlsitehttp://hal.inria.fr/inria-00260507/en/en
dc.description.sponsorshipprivateouien
dc.relation.isversionofjnlpublisherInternational Society for Bayesian Analysisen
dc.subject.ddclabelProbabilités et mathématiques appliquéesen


Files in this item

FilesSizeFormatView

There are no files associated with this item.

This item appears in the following Collection(s)

Show simple item record