2 code implementations • 14 Oct 2021 • Ryan S. Y. Chan, Murray Pollock, Adam M. Johansen, Gareth O. Roberts
Many existing approaches resort to approximating the individual sub-posteriors for practical necessity, then find either an analytical approximation or sample approximation of the resulting (product-pooled) posterior.
2 code implementations • 3 Feb 2021 • Hongsheng Dai, Murray Pollock, Gareth Roberts
By means of extensive guidance on the implementation of the approach, we demonstrate theoretically and empirically that Bayesian Fusion is robust to increasing numbers of analyses, and coherently unifying analyses which do not concur.
Methodology
no code implementations • 23 Nov 2016 • Paul Fearnhead, Joris Bierkens, Murray Pollock, Gareth O. Roberts
Recently there have been exciting developments in Monte Carlo methods, with the development of new MCMC and sequential Monte Carlo (SMC) algorithms which are based on continuous-time, rather than discrete-time, Markov processes.
