Turning Simulation into Estimation: Generalized Exchange Algorithms for Exponential Family Models.
The Single Variable Exchange algorithm is based on a simple idea; any model that can be simulated can be estimated by producing draws from the posterior distribution. We build on this simple idea by framing the Exchange algorithm as a mixture of Metropolis transition kernels and propose strategies t...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Public Library of Science (PLoS)
2017-01-01
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| Series: | PLoS ONE |
| Online Access: | http://europepmc.org/articles/PMC5226842?pdf=render |