954
Views
40
CrossRef citations to date
0
Altmetric
Original Articles

The Bootstrap and Markov-Chain Monte Carlo

Pages 1052-1062 | Received 05 Feb 2011, Accepted 12 May 2011, Published online: 24 Oct 2011
 

Abstract

This note concerns the use of parametric bootstrap sampling to carry out Bayesian inference calculations. This is only possible in a subset of those problems amenable to Markov-Chain Monte Carlo (MCMC) analysis, but when feasible the bootstrap approach offers both computational and theoretical advantages. The discussion here is in terms of a simple example, with no attempt at a general analysis.

ACKNOWLEDGMENT

Research supported in part by NIH grant 8R01 EB002784 and by NSF grant DMS 0804324.

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.