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stat.ME2017
General Bayesian Updating and the Loss-Likelihood Bootstrap
Simon Lyddon, Chris Holmes, Stephen Walker
In this paper we revisit the weighted likelihood bootstrap, a method that generates samples from an approximate Bayesian posterior of a parametric model. We show that the same meth…
stat.ME2017★ 26 cited
Assigning a value to a power likelihood in a general Bayesian model
Chris Holmes, Stephen Walker
Bayesian approaches to data analysis and machine learning are widespread and popular as they provide intuitive yet rigorous axioms for learning from data; see Bernardo and Smith (2…