Monte Carlo estimation of Bayesian robustness

Abstract

MONTE CARLO ESTIMATION OF BAYESIAN ROBUSTNESS Jin Wang Bruce W. Schmeiser School of Industrial Engineering Purdue University West Lafayette, IN 47907, U.S.A. Bayesian estimation procedures often require Monte Carlo integration with respect to the posterior distribution. We propose a Monte Carlo estimator of an arbitrary posterior-distribution property, as… (More)
DOI: 10.1145/256563.257086

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