Marin, Jean-Michel; Féron, Olivier; Bouriga, Mathilde; … - Université Paris-Dauphine (Paris IX) - 2010
models, 1999) but we have searched to avoid any influence of the hyperparameters on the inference. We use an Inverse Wishart … function and a Markov Chain Monte Carlo sampling scheme is used to implement posterior inference in the proposed model. A …
