Scalable rejection sampling for Bayesian hierarchical models
Michael Braun (Edwin L. Cox School of Business, Southern Methodist University, Dallas, Texas), Paul Damien (McCombs School of Business, University of Texas at Austin, Austin, Texas)
| Year of publication: |
May-June 2016
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|---|---|
| Authors: | Braun, Michael ; Damien, Paul |
| Published in: |
Marketing science. - Catonsville, MD : INFORMS, ISSN 0732-2399, ZDB-ID 883054-X. - Vol. 35.2016, 3, p. 427-444
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| Subject: | parallel Bayesian computation | rejection sampling | big data | multilevel models | marginal likelihood | customer heterogeneity | MCMC | sparse optimization | exploiting sparsity | Stichprobenerhebung | Sampling | Bayes-Statistik | Bayesian inference | Theorie | Theory | Big Data | Big data | Monte-Carlo-Simulation | Monte Carlo simulation | Markov-Kette | Markov chain |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/mksc.2014.0901 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011498936