Markov chain sampling schemes generate dependent observations {Θ i, 0 ≤ i ≤ n} from a full joint posterior distribution π(θ∣data). Frequently, only certain marginals of this full posterior density are ...
The problem of marginal density estimation for a multivariate density function f(x) can be generally stated as a problem of density function estimation for a random vector λ(x) of dimension lower than ...
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