Bayesian inference for the multivariate skew-normal model: A population Monte Carlo approach.

Brunero Liseo Antonio Parisi

Published in: Comput. Stat. Data Anal. (2013)

Keyphrases

bayesian inference
monte carlo
probabilistic model
monte carlo simulation
bayesian model
simulation study
kalman filter
prior information
importance sampling
probability distribution
regression model
variational inference
bayesian networks
markov chain
probability density function
matrix inversion