Year: 1996
Type: report
Abstract: The Monte Carlo approximation of tl1e posterior density using a mixture of complete data posteriors proposed by Tanner and Wong (1987) and Gelfand and Smith (1990) converges almost surely and in L 1 to the exact posterior.The coverages of level sets of the approximate posterior (highest posterior density regions) converge simultaneously in the Levy metric to the exact coverages, as do the Monte Carlo approximations of coverages proposed by Wei and Tanner (1990).Some results are also given for problems in which the complete data likelihood must be calculated by Monte Carlo.
Authors: Charles J. Geyer, Luke Tierney
Language: Spanish
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
Funder: National Science Foundation
OpenAlex ID: W2241383520