A computational framework for empirical Bayes inference

DOI10.1007/S11222-010-9182-3MaRDI QIDQ637982zbMATHOpenAlexFDO

Authors Yves F. Atchadé

Publication date 8 September 2011

Published in Statistics and Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11222-010-9182-3

zbMATH Keywords

variable selectionadaptive MCMCBayesian LASSO

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Empirical decision procedures; empirical Bayes procedures (62C12)

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• A stochastic approximation algorithm with Markov chain Monte-Carlo method for incomplete data estimation problems
• Approaches for Empirical Bayes Confidence Intervals
• Calibration and empirical Bayes variable selection
• Convergence of a stochastic approximation version of the EM algorithm
• Empirical Bayes Confidence Intervals Based on Bootstrap Samples
• Empirical Bayes Gibbs sampling
• Empirical Bayes: Past, Present and Future
• Estimation and annealing for Gibbsian fields
• Geometric ergodicity and hybrid Markov chains
• Limit theorems for some adaptive MCMC algorithms with subgeometric kernels
• On scale mixtures of normal distributions
• Parametric Empirical Bayes Inference: Theory and Applications
• Stability of Stochastic Approximation under Verifiable Conditions
• The Bayesian Lasso

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• Bayes and empirical Bayes: do they merge?
• Empirical Bayes method for Boltzmann machines
• Empirical Inference
• An integrated approach to empirical Bayesian whole genome prediction modeling
• From EM to data augmentation: the emergence of MCMC Bayesian computation in the 1980s
• Scalable empirical Bayes inference and Bayesian sensitivity analysis
• Nonparametric localized bandwidth selection for kernel density estimation
• Bayesian MIDAS penalized regressions: estimation, selection, and prediction
• Unconventional computing for Bayesian inference
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• Bayesian adaptive Lasso
• A framework for Bayesian and likelihood approximations in statistics
• Hamiltonian Monte Carlo sampling in Bayesian empirical likelihood computation
• Empirical Bayes spatial prediction using a Monte Carlo EM algorithm
• Adaptive Markov chain Monte Carlo for auxiliary variable method and its application to parallel tempering
• Implicit generative prior for Bayesian neural networks

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