Format

Send to

Choose Destination
J Biopharm Stat. 2011 Nov;21(6):1052-62. doi: 10.1080/10543406.2011.607736.

The bootstrap and Markov-chain Monte Carlo.

Author information

1
Stanford University, Stanford, California 94305, USA. brad@stat.stanford.edu

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.

PMID:
22023675
PMCID:
PMC3203753
DOI:
10.1080/10543406.2011.607736
[Indexed for MEDLINE]
Free PMC Article

Supplemental Content

Full text links

Icon for PubMed Central
Loading ...
Support Center