Borowska, Agnieszka; Hoogerheide, Lennart; Koopman, Siem Jan - 2019
Censored Posterior (PCP), where the set of model parameters is partitioned into two subsets: for the first subset of parameters … region of interest) we consider the conditional censored posterior. The censoring means that observations outside the region … of interest are censored: for those observations only the probability of being outside the region of interest matters …