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Biometrika
; 103(2): 337-349, 2016 Jun.
Artigo
em Inglês
| MEDLINE
| ID: mdl-27279661
RESUMO
We use exponential tilting to obtain versions of asymptotic formulae for Bayesian computation that do not involve conditional maxima of the likelihood function, yielding a more stable computational procedure and significantly reducing computational time. In particular we present an alternative version of the Laplace approximation for a marginal posterior density. Implementation of the asymptotic formulae and a modified signed root based importance sampler are illustrated with an example.