Abstract #301769

The views expressed here are those of the individual authors
and not necessarily those of the ASA or its board, officers, or staff.

Back to main JSM 2002 Program page
JSM 2002 Abstract #301769
Activity Number: 253
Type: Contributed
Date/Time: Tuesday, August 13, 2002 : 2:00 PM to 3:50 PM
Sponsor: Section on Bayesian Stat. Sciences*
Abstract - #301769
Title: A New Simulation Method for Bayesian Model Mixing
Author(s): Giovanni Petris*+
Affiliation(s): University of Arkansas
Address: , Fayetteville, Arkansas, 72701, USA
Keywords: MCMC ; Bayesian inference ; Model averaging
Abstract:

We propose an efficient and easy-to-implement method to sample from a multidimensional distribution with nested degenerate masses. The method is based on a transformation of the mixed distribution into an absolutely continuous one. We show how, when the distribution of interest is the posterior corresponding to a prior with degenerate masses, one can avoid computing the relative weights of the various components (usually performed via numerical integration). Examples of applications are provided.

  • The address information is for the authors that have a + after their name.
  • Authors who are presenting talks have a * after their name.

Back to the full JSM 2002 program

JSM 2002

For information, contact meetings@amstat.org or phone (703) 684-1221.

If you have questions about the Continuing Education program, please contact the Education Department.

Revised March 2002