(1) Department of Computer Science, Katholieke Universiteit Leuven, Celestijnenlaan 200A, B-3001 Heverlee, Belgium;(2) Department of Statistics, Athens University of Economics, 76 Patision Str., 10434 Athens, Greece
Abstract:
Numerical approximations are often used to implement the Bayesian paradigm in analytically intractable parametric models. We focus on embedded integration rules which are an attractive numerical integration tool and present theoretical results which justify their use in a Bayesian integration strategy.