Stochastic Convergence Rates and Applications of Adaptive Quadrature in Bayesian Inference
Published in JASA, 2022
Recommended citation: Bilodeau, Stringer and Tang. "Stochastic Convergence Rates and Applications of Adaptive Quadrature in Bayesian Inference." Journal of the American Statistical Association, 1-11. [https://www.tandfonline.com/doi/full/10.1080/01621459.2022.2141635]
This paper looks at the application of adaptive quadrature to Bayesian inference, showing the rate of convergence as well as demonstrating the ultility of the method in a few challenging examples.