Laplace Approximation to the Posterior of Bayesian Weibull Model with Time-Varying Effect
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Date
2019
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ijmaa
Abstract
n this paper, the estimation of the parameter of the Bayesian Weibull model with time-varying effect is considered. The Laplace approximation was developed and compared to the maximum likelihood approach achieved via the Newton-Raphson procedure. The efficiency of the two methods was analyzed using Monte-Carlo samples drawn from the time-varying Weibull model.
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Olaniran, S.F (2019): Laplace Approximation to the Posterior of Bayesian Weibull model with time-varying effect. International Journal of Mathematics and its Applications. 7(2) 2019 1-6. ISSN:2347-1557. http://ijmaa.in/index.php/ijmaa/article/view/240