Conditional Prior Proposals in Dynamic Models

DOI10.1111/1467-9469.00141MaRDI QIDQ4255160zbMATH OpenOpenAlexFDO

Authors 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

Markov chainconvergenceMetropolis-Hastings algorithmautoregressioncomparisonMonte Carlo simulations\(t\)-distributionbinary time seriesBayesian inferencesconditional prior proposal

Mathematics Subject Classification ID

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

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Cited in

(22)

• A model for non-parametric spatially varying regression effects
• Generalized structured additive regression based on Bayesian P-splines
• A statistical approach to the inverse problem in magnetoencephalography
• Classical inference for time series of count data in parameter-driven models
• Bayesian variable selection for Poisson regression with underreported responses
• Comparison of sampling schemes for dynamic linear models
• Multivariate regression analysis of panel data with binary outcomes applied to unemployment data
• Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations (with discussion)
• Particle Filtering for Partially Observed Gaussian State Space Models
• Transfer functions in dynamic generalized linear models
• Function estimation with locally adaptive dynamic models
• Fitting large-scale structured additive regression models using Krylov subspace methods
• Efficient MCMC sampling in dynamic mixture models
• A Bayesian analysis of relative cancer survival with geoadditive models
• Markov chain Monte Carlo for dynamic generalised linear models
• On computational aspects of Bayesian spatial models: influence of the neighboring structure in the efficiency of MCMC algorithms
• Smoothing sample extremes with dynamic models
• On Block Updating in Markov Random Field Models for Disease Mapping
• Approximating Hidden Gaussian Markov Random Fields
• Generalized spatial dynamic factor models
• A Hierarchical Model for Space–Time Surveillance Data on Meningococcal Disease Incidence
• Dynamic model-based clustering for spatio-temporal data

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