Monte Carlo sampling methods using Markov chains and their applications
From MaRDI portal
Publication:5624533
DOI10.1093/BIOMET/57.1.97zbMath0219.65008OpenAlexW2138309709WikidataQ55880695 ScholiaQ55880695MaRDI QIDQ5624533
Publication date: 1970
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/143d2e02ab91ae6259576ac50b664b8647af8988
Related Items (only showing first 100 items - show all)
Monte Carlo techniques for real-time quantum dynamics ⋮ Conceptual, computational and inferential benefits of the missing data perspective in applied and theoretical statistical problems ⋮ A graphical approach to relatedness inference ⋮ Improving the pattern reproducibility of multiple-point-based prior models using frequency matching ⋮ A general probabilistic approach for inference of Gaussian model parameters from noisy data of point and volume support ⋮ Likelihood-free parallel tempering ⋮ Stochastic approximation Monte Carlo importance sampling for approximating exact conditional probabilities ⋮ Construction of spin models displaying quantum criticality from quantum field theory ⋮ On the rate of convergence of the Gibbs sampler for the 1-D Ising model by geometric bound ⋮ Geometric ergodicity of a hybrid sampler for Bayesian inference of phylogenetic branch lengths ⋮ Training restricted Boltzmann machines: an introduction ⋮ Bayesian analysis of the functional-coefficient autoregressive heteroscedastic model ⋮ Bayesian analysis of stochastic volatility models with fat-tails and correlated errors ⋮ Sparse Bayesian representation in time-frequency domain ⋮ Monte Carlo methods for light propagation in biological tissues ⋮ Bayesian analysis of the patterns of biological susceptibility via reversible jump MCMC sampling ⋮ A data cloning algorithm for computing maximum likelihood estimates in spatial generalized linear mixed models ⋮ Classification in segmented regression problems ⋮ Population counts along elliptical habitat contours: hierarchical modeling using Poisson-lognormal mixtures with nonstationary spatial structure ⋮ Bayesian analysis of ambulatory blood pressure dynamics with application to irregularly spaced sparse data ⋮ Detecting parametric objects in large scenes by Monte Carlo sampling ⋮ Metropolis-Hastings algorithms with acceptance ratios of nearly 1 ⋮ Markov basis and Gröbner basis of Segre-Veronese configuration for testing independence in group-wise selections ⋮ A Bayesian approach for sensitivity analysis of incomplete multivariate longitudinal data with potential nonrandom dropout ⋮ The EM algorithm and the rise of computational biology ⋮ From EM to data augmentation: the emergence of MCMC Bayesian computation in the 1980s ⋮ A Bayesian calibration approach to the thermal problem ⋮ Multivariate significance testing and model calibration under uncertainty ⋮ Error and variability characterization in structural dynamics modeling ⋮ Modelling the dynamics of stochastic local search on \(k\)-SAT ⋮ Variance bounding Markov chains ⋮ A Markov chain Monte Carlo strategy for sampling from the joint posterior distribution of pedigrees and population parameters under a Fisher-Wright model with partial selfing ⋮ Predicting RNA secondary structures with pseudoknots by MCMC sampling ⋮ Convergence of Metropolis-type algorithms for a large canonical ensemble ⋮ Multivariate dynamic model for ordinal outcomes ⋮ Bayesian hierarchical classes analysis ⋮ Consistent estimation of the accuracy of importance sampling using regenerative simulation ⋮ The MCMC and SML estimation of a self-selection model with two outcomes ⋮ A probabilistic approach to exposure risk assessment ⋮ Maximum likelihood estimation and model comparison of nonlinear structural equation models with continuous and polytomous variables ⋮ Influence analyses of nonlinear mixed-effects models ⋮ Metropolis-Hastings from a stochastic population dynamics perspective ⋮ Testing for positive association in contingency tables with fixed margins ⋮ A visual display device for significant features in complicated signals ⋮ Implementing componentwise Hastings algorithms ⋮ Bayesian computation for logistic regression ⋮ Bayesian inference for spatially inhomogeneous pairwise interacting point processes ⋮ Efficient MCMC estimation of discrete distributions ⋮ Bayesian test for asymmetry and nonstationarity in MTAR model with possibly incomplete data ⋮ Optimal smoothing of nonlinear dynamic systems via Monte Carlo Markov chains ⋮ Assessing local influence for nonlinear structural equation models with ignorable missing data ⋮ MCMC algorithms for constrained variance matrices ⋮ Bayesian inference for differential equations ⋮ Testing for nonlinearity in mean and volatility for heteroskedastic models ⋮ A random walk approach for quantifying uncertainty in group sequential survival trials ⋮ Enumerating the decomposable neighbors of a decomposable graph under a simple perturbation scheme ⋮ Estimation of graphical models whose conditional independence graphs are interval graphs and its application to modelling linkage disequilibrium ⋮ Bayesian inference for the hazard term structure with functional predictors using Bayesian predictive information criteria ⋮ Bayesian causal effects in quantiles: accounting for heteroscedasticity ⋮ Local influence analysis of nonlinear structural equation models with nonignorable missing outcomes from reproductive dispersion models ⋮ A Bayesian analysis of dual autoradiographic images ⋮ Distributed evolutionary Monte Carlo for Bayesian computing ⋮ The hitting and cover times of Metropolis walks ⋮ Computationally efficient learning of multivariate \(t\) mixture models with missing information ⋮ High-dimensional exploratory item factor analysis by a Metropolis-Hastings Robbins-Monro algorithm ⋮ Application of biased Metropolis algorithms: from protons to proteins ⋮ Maximum likelihood estimates under \(k\)-allele models with selection can be numerically unstable ⋮ Bayesian system identification via Markov chain Monte Carlo techniques ⋮ Bayesian conditional-independence modeling of the AIDS epidemic in England and Wales ⋮ Prediction and the quantification of uncertainty ⋮ Bayesian meta-analysis for identifying periodically expressed genes in fission yeast cell cycle ⋮ Path sampling with stochastic dynamics: some new algorithms ⋮ Bayesian control of the number of servers in a \(\mathrm{GI}/\mathrm{M}/c\) queueing system ⋮ Harris recurrence of Metropolis-within-Gibbs and trans-dimensional Markov chains ⋮ An efficient MCMC algorithm to sample binary matrices with fixed marginals ⋮ Reconstructing the energy landscape of a distribution from Monte Carlo samples ⋮ On the use of stochastic approximation Monte Carlo for Monte Carlo integration ⋮ Simulated annealing in the presence of noise ⋮ MCMC methods to approximate conditional predictive distributions ⋮ Deletion measures for generalized linear mixed effects models ⋮ Comparison of nonnested asymmetric heteroskedastic models ⋮ Maximum likelihood estimation for simplex distribution nonlinear mixed models via the stochastic approximation algorithm ⋮ Bayes factor estimation for nonlinear dynamic state space models ⋮ QWalk: A quantum Monte Carlo program for electronic structure ⋮ Minimal invariant Markov basis for sampling contingency tables with fixed marginals ⋮ A Bayesian approach to relaxing parameter restrictions in multivariate GARCH models ⋮ Modeling dichotomous item responses with free-knot splines ⋮ An alternative estimation method for the accelerated failure time frailty model ⋮ A Bayesian approach for analyzing a cluster-randomized trial with adjustment for risk misclassification ⋮ Bayesian estimation of survival and capture probabilities using logit link and photoidentification data ⋮ Learning from uniformly ergodic Markov chains ⋮ Volatility forecasting using threshold heteroskedastic models of the intra-day range ⋮ A Bayesian approach to estimate the marginal loss distributions in operational risk management ⋮ On Bayesian estimation and model comparison of an integrated structural equation model ⋮ A blocking Markov chain Monte Carlo method for inverse stochastic hydrogeological modeling ⋮ Micro-local analysis for the Metropolis algorithm ⋮ Hybrid parallel tempering and simulated annealing method ⋮ Exponential progressive step-stress life-testing with link function based on Box-Cox transfor\-mation ⋮ A general approach to Bayesian portfolio optimization ⋮ Estimation and inference for exponential smooth transition nonlinear volatility models
This page was built for publication: Monte Carlo sampling methods using Markov chains and their applications
