Stat 583

References for approximate posterior computations

Wellner lecture notes

Section 5.8

Books

Hartigan: Sections 11:1-3,5.

Papers

Tierney, L. and Kadane, J. B. (1986): Accurate approximations for posterior moments and marginal densities. J. Amer. Statist. Assoc. 81: 82-86.
Tierney, L., Kass, R. E. and Kadane, J. B. (1989): Fully exponential Laplace approximations to expectations and variances of nonpositive functions. J. Amer. Statist. Assoc. 84: 710-716.

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