SciELO - Scientific Electronic Library Online

 
vol.26 issue3A NOTE ON KKT-INVEXITY IN NONSMOOTH CONTINUOUS-TIME OPTIMIZATIONA TECHNIQUE BASED ON THE EUCLIDEAN ALGORITHM AND ITS APPLICATIONS TO CRYPTOGRAPHY AND NONLINEAR DIOPHANTINE EQUATIONS author indexsubject indexarticles search
Home Pagealphabetic serial listing  

Services on Demand

Journal

Article

Indicators

Related links

Share


Proyecciones (Antofagasta)

Print version ISSN 0716-0917

Abstract

CARRIQUIRY, ALICIA L  and  KLIEMANN, WOLFGANG. THE MODES OF POSTERIOR DISTRIBUTIONS FOR MIXED LINEAR MODELS. Proyecciones (Antofagasta) [online]. 2007, vol.26, n.3, pp.281-308. ISSN 0716-0917.  http://dx.doi.org/10.4067/S0716-09172007000300006.

Mixed linear models, also known as two-level hierarchical models, are commonly used in many applications. In this paper, we consider the marginal distribution that arises within a Bayesian framework, when the components of variance are integrated out of the joint posterior distribution. We provide analytical tools for describing the surface of the distribution of interest. The main theorem and its proof show how to determine the number of local maxima, and their approximate location and relative size. This information can be used by practitioners to assess the performance of Laplace-type integral approximations, to compute possibly disconnected highest posterior density regions, and to custom-design numerical algorithms.

Keywords : Posterior modes; mixed linear models; poly-t distributions.

        · text in English     · English ( pdf )

 

Creative Commons License All the contents of this journal, except where otherwise noted, is licensed under a Creative Commons Attribution License