Conditional Prior Proposals in Dynamic Models

DOI10.1111/1467-9469.00141zbMath0924.65152OpenAlexW2022295780MaRDI QIDQ4255160

Leonhard Knorr-Held

Publication date: 10 August 1999

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9469.00141

zbMATH Keywords

comparisonconvergenceMonte Carlo simulationsMarkov chainMetropolis-Hastings algorithmautoregression\(t\)-distributionbinary time seriesBayesian inferencesconditional prior proposal

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Foundations and philosophical topics in statistics (62A01) Monte Carlo methods (65C05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Probabilistic methods, stochastic differential equations (65C99)

Related Items (18)

Approximate Bayesian Inference for Latent Gaussian models by using Integrated Nested Laplace Approximations ⋮ Fitting large-scale structured additive regression models using Krylov subspace methods ⋮ A statistical approach to the inverse problem in magnetoencephalography ⋮ Generalized spatial dynamic factor models ⋮ Dynamic model-based clustering for spatio-temporal data ⋮ On computational aspects of Bayesian spatial models: influence of the neighboring structure in the efficiency of MCMC algorithms ⋮ Function estimation with locally adaptive dynamic models ⋮ Bayesian variable selection for Poisson regression with underreported responses ⋮ A model for non-parametric spatially varying regression effects ⋮ Generalized structured additive regression based on Bayesian P-splines ⋮ Smoothing sample extremes with dynamic models ⋮ Approximating Hidden Gaussian Markov Random Fields ⋮ Particle Filtering for Partially Observed Gaussian State Space Models ⋮ Transfer functions in dynamic generalized linear models ⋮ A Bayesian analysis of relative cancer survival with geoadditive models ⋮ On Block Updating in Markov Random Field Models for Disease Mapping ⋮ Multivariate regression analysis of panel data with binary outcomes applied to unemployment data ⋮ A Hierarchical Model for Space–Time Surveillance Data on Meningococcal Disease Incidence

This page was built for publication: Conditional Prior Proposals in Dynamic Models