Bayesian analysis of covariance matrices and dynamic models for longitudinal data
From MaRDI portal
Publication:4455351
DOI10.1093/BIOMET/89.3.553zbMath1036.62019OpenAlexW1965284210MaRDI QIDQ4455351
Michael J. Daniels, Mohsen Pourahmadi
Publication date: 16 March 2004
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/89.3.553
Markov chain Monte Carloshrinkage estimatorhierarchical modelautoregressive modelsWishart distributionmixed modeltime series modelantedependenceunconstrained parametrisation
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15)
Related Items (62)
A fully nonparametric modeling approach to binary regression ⋮ Mixtures of Varying Coefficient Models for Longitudinal Data with Discrete or Continuous Nonignorable Dropout ⋮ A class of shrinkage priors for the dependence structure in longitudinal data ⋮ Posterior propriety and admissibiity of hyperpriors in normal hierarchical models ⋮ On the Long-Run Volatility of Stocks ⋮ ARMA Cholesky factor models for the covariance matrix of linear models ⋮ Model selection for Bayesian linear mixed models with longitudinal data: Sensitivity to the choice of priors ⋮ Simultaneous modelling of the Cholesky decomposition of several covariance matrices ⋮ Regularization in statistics ⋮ Bayesian modeling of the dependence in longitudinal data via partial autocorrelations and marginal variances ⋮ Bayesian variable selection for mixed effects model with shrinkage prior ⋮ Bayesian nonparametric density autoregression with lag selection ⋮ Bayes linear Bayes networks with an application to prognostic indices ⋮ Bayes factor covariance testing in item response models ⋮ Efficient semiparametric estimation via Cholesky decomposition for longitudinal data ⋮ Wishart distributions for decomposable covariance graph models ⋮ A Bayesian nonparametric Markovian model for non-stationary time series ⋮ Modeling the random effects covariance matrix for generalized linear mixed models ⋮ Bayesian Semiparametric Longitudinal Drift-Diffusion Mixed Models for Tone Learning in Adults ⋮ Covariance estimation: the GLM and regularization perspectives ⋮ Bayesian testing of restrictions on vector autoregressive models ⋮ Regression for non-Euclidean data using distance matrices ⋮ A Bayesian hierarchical model for inference across related reverse phase protein arrays experiments ⋮ Sparse seemingly unrelated regression modelling: applications in finance and econometrics ⋮ Bayesian Hierarchical Models With Conjugate Full-Conditional Distributions for Dependent Data From the Natural Exponential Family ⋮ Bayesian Analysis for Generalized Linear Models with Nonignorably Missing Covariates ⋮ A structural mixed model to shrink covariance matrices for time-course differential gene expression studies ⋮ The interplay of Bayesian and frequentist analysis ⋮ Bayesian modeling of several covariance matrices and some results on propriety of the posterior for linear regression with correlated and/or heterogeneous errors ⋮ Modelling covariance matrices by the trigonometric separation strategy with application to hidden Markov models ⋮ Non-Euclidean statistics for covariance matrices, with applications to diffusion tensor imaging ⋮ Hierarchical Bayesian modeling of random and residual variance-covariance matrices in bivariate mixed effects models ⋮ Generalized score test of homogeneity for mixed effects models ⋮ Structured priors for multivariate time series ⋮ Estimation of a multivariate normal covariance matrix with staircase pattern data ⋮ Bayesian Hierarchical Spatially Correlated Functional Data Analysis with Application to Colon Carcinogenesis ⋮ Bayesian Nonparametrics for Missing Data in Longitudinal Clinical Trials ⋮ Structured Shrinkage Priors ⋮ Bayesian estimation of cluster covariance matrices of unknown form ⋮ Bayesian prior modeling in vector autoregressions via the Yule-Walker equations ⋮ Bayesian estimation of log odds ratios from \(R \times C\) and \(2 \times 2 \times K\) contingency tables ⋮ Statistical modeling of longitudinal data with non-ignorable non-monotone missingness with semiparametric Bayesian and machine learning components ⋮ Bivariate network meta-analysis for surrogate endpoint evaluation ⋮ Bayesian functional emulation of CO\(_2\) emissions on future climate change scenarios ⋮ A longitudinal Bayesian mixed effects model with hurdle Conway-Maxwell-Poisson distribution ⋮ Bayesian semi-parametric modeling of covariance matrices for multivariate longitudinal data ⋮ A general joint model for longitudinal measurements and competing risks survival data with heterogeneous random effects ⋮ Regression models for covariance structures in longitudinal studies ⋮ Analyzing the emergence times of permanent teeth: an example of modeling the covariance matrix with interval-censored data ⋮ Modelling conditional covariance in the linear mixed model ⋮ Bayesian Nonparametric Modeling for Multivariate Ordinal Regression ⋮ Bayesian modelling of the mean and covariance matrix in normal nonlinear models ⋮ Bayesian model determination for multivariate ordinal and binary data ⋮ A semiparametric approach to simultaneous covariance estimation for bivariate sparse longitudinal data ⋮ A hierarchical Ornstein-Uhlenbeck model for continuous repeated measurement data ⋮ Bayesian Covariance Selection in Generalized Linear Mixed Models ⋮ Modeling covariance matrices via partial autocorrelations ⋮ A Comparison of REML and Covariance Adjustment Method in the Estimation of Growth Curve Models ⋮ A reparametrization approach for dynamic space-time models ⋮ Modeling of the ARMA random effects covariance matrix in logistic random effects models ⋮ Covariance matrix estimation using repeated measurements when data are incomplete ⋮ Linear Inverse Problem with Range Prior on Correlations and Its Variational Bayes Inference
This page was built for publication: Bayesian analysis of covariance matrices and dynamic models for longitudinal data
