一般注記type:text
Computationally efficient methods for Bayesian analysis of Seemingly unrelated regression (SCR) models are deYeloped. Cnder a Bayesian hierarchical framework where ea.ch regression function is represented as a linear combination of a large number of basis functions, the regression coefficients, the variance matrix of the errors, and a set of variables to be included in the model are estimated simultaneously. Usually the Bayesian estimation problem is solved using Markov Chain Monte Carlo (MCMC) techniques. Herein we shew how a direct Monte Carlo (DMC) technique can be employed to solve this estimation problem more efficiently.''
一次資料へのリンクURLhttps://koara.lib.keio.ac.jp/xoonips/modules/xoonips/download.php?koara_id=KO40003002-00000103-0001
連携機関・データベース国立情報学研究所 : 学術機関リポジトリデータベース(IRDB)(機関リポジトリ)