Empirical Bayes Gibbs sampling
شنبه , 23 شهریور 1392 ساعت 13:01 دسته بندی :دانلود مقاله :
Empirical Bayes Gibbs sampling 2001
نویسندگان :
GEORGE CASELLA
چکیده :
The wide applicability of Gibbs sampling has increased the use of more complex and multi-level
hierarchical models. To use these models entails dealing with hyperparameters in the deeper levels of a
hierarchy. There are three typical methods for dealing with these hyperparameters: specify them, estimate
them, or use a ‘flat’ prior. Each of these strategies has its own associated problems. In this paper, using
an empirical Bayes approach, we show how the hyperparameters can be estimated in a way that is both
computationally feasible and statistically valid.
?> Bayesian computation Consistency Empirical Bayes Hierarchical models Likelihoodمطالب مرتبط :