The R Package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference

The R Package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference

This paper presents the R package MitISEM (mixture of t by importance sampling weighted expectation maximization) which provides an automatic and flexible two-stage method to approximate a non-elliptical target density kernel - typically a posterior density kernel - using an adaptive mixture of...

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Bibliographic Details
Main Authors: Nalan Baştürk, Stefano Grassi, Lennart Hoogerheide, Anne Opschoor, Herman K. van Dijk
Format: Article
Language:English
Published: Foundation for Open Access Statistics 2017-07-01
Series:Journal of Statistical Software
Subjects:
finite mixtures
Student t densities
importance sampling
MCMC
Metropolis-Hastings algorithm
expectation maximization
Bayesian inference
R software
Online Access:https://www.jstatsoft.org/index.php/jss/article/view/3200

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