Borowska, Agnieszka; Hoogerheide, Lennart; Koopman, Siem Jan - 2019
simulate model parameters from the Partially Censored Posterior, and PCP-QERMit, an Importance Sampling method that is … Censored Posterior (PCP), where the set of model parameters is partitioned into two subsets: for the first subset of parameters … of interest in case of misspecification. The first main contribution of the paper is the novel concept of the Partially …