A Technique for Estimating Marginal Posterior Densities in Hierarchical Models Using Mixtures of Conditional Densities
利用条件密度混合估计层级模型边际后验密度
A technique called quantile integration is proposed for the estimation of marginal posterior densities arising in Bayesian models having hierarchical representations. The method is based on approximating marginal densities as mixtures of conditional densities, where the conditioning variables are selected deterministically from the mixing distributions. The form of the approximation makes it easy to implement, and the resulting approximations are computationally efficient to…