Abstract
This paper presents a Bayesian approach, using parallel Monte Carlo modelling algorithms for combining expert judgements when there is inherent variability amongst these judgements. The proposed model accounts for the situation when the derivative method for finding the maximum likelihood breaks down
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Gallagher, R., Doran, T. (2001). Bayesian Parameter Estimation: A Monte Carlo Approach. In: Alexandrov, V.N., Dongarra, J.J., Juliano, B.A., Renner, R.S., Tan, C.J.K. (eds) Computational Science — ICCS 2001. ICCS 2001. Lecture Notes in Computer Science, vol 2073. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-45545-0_93
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DOI: https://doi.org/10.1007/3-540-45545-0_93
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