Approximating multivariate posterior distribution functions from Monte Carlo samples for sequential Bayesian inference.
An important feature of Bayesian statistics is the opportunity to do sequential inference: the posterior distribution obtained after seeing a dataset can be used as prior for a second inference. However, when Monte Carlo sampling methods are used for inference, we only have a set of samples from the...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Public Library of Science (PLoS)
2020-01-01
|
| Series: | PLoS ONE |
| Online Access: | https://doi.org/10.1371/journal.pone.0230101 |