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 Generalized Direct Sampling for Hierarchical Bayesian Models


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We develop a new method to sample from posterior distributions in hierarchical models without using Markov chain Monte Carlo. This method, which is a variant of importance sampling ideas, is generally applicable to high-dimensional models involving large data sets. Samples are independent, so they can be collected in parallel, and we do not need to be concerned with issues like chain convergence and autocorrelation. Additionally, the method can be used to compute marginal likelihoods.



Autor: Michael Braun; Paul Damien

Fuente: https://archive.org/







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