SOME PRACTICAL ASPECTS OF APPROXIMATE BAYESIAN INFERENCE

Jorge Alberto ACHCAR [1]

§    ABSTRACT: In this paper, we show in some selected applications a comparative study among some popular existing approximation and numerical methods being used in Bayesian inference. In each application, we show the practical aspects and advantages of each procedure.

§    KEYWORDS: Approximation method; numerical methods; Bayesian inference; comparative study.



[1] ICMSC, USP, C.Postal 668, 13560-970 – São Carlos – SP