Calculating the content and boundary of the highest posterior density region via data augmentation

Greg C G Wei*, Martin A. Tanner

*Corresponding author for this work

Research output: Contribution to journalComment/debatepeer-review

24 Scopus citations

Abstract

This note considers the computation of the content and the boundary of the highest posterior density region in the context of data augmentation. The notion of the highest posterior density region and the data augmentation algorithm are reviewed. The sampling-based approach for calculating the content and the boundary of the highest posterior density region is then presented. The method is illustrated in the context of right-censored regression data.

Original languageEnglish (US)
Pages (from-to)649-652
Number of pages4
JournalBiometrika
Volume77
Issue number3
DOIs
StatePublished - Sep 1 1990

Keywords

  • Bayesian inference
  • Censored data
  • Missing data
  • Multiple imputation
  • Simulation

ASJC Scopus subject areas

  • Statistics and Probability
  • Mathematics(all)
  • Agricultural and Biological Sciences (miscellaneous)
  • Agricultural and Biological Sciences(all)
  • Statistics, Probability and Uncertainty
  • Applied Mathematics

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