Parametric Sensitivity Analysis Using Large-Sample Approximate Bayesian Posterior Distributions.
Gordon HazenMin HuangPublished in: Decis. Anal. (2006)
Keyphrases
- training data
- sensitivity analysis
- posterior distribution
- bayesian learning
- bayesian framework
- probability distribution
- latent variables
- hyperparameters
- parameter estimation
- prior distribution
- posterior probability
- managerial insights
- bayesian model
- sample size
- prior knowledge
- maximum a posteriori
- variational inference
- expectation propagation
- variational inequalities
- model selection
- maximum likelihood
- markov chain monte carlo
- bayesian inference
- gaussian distribution
- higher order
- closed form
- random sampling
- fully bayesian
- sequential importance sampling
- incremental learning
- gaussian mixture model
- random variables
- least squares
- special case
- bayesian networks