MCMC algorithms for constrained variance matrices

DOI10.1016/J.CSDA.2005.02.008MaRDI QIDQ959259zbMATH OpenOpenAlexFDO

Authors William Browne

Publication date 11 December 2008

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2005.02.008

zbMATH Keywords

Markov chain Monte Carlo (MCMC)hierarchical modellingadaptive Metropolis-Hastings samplerMCMC efficiencymulti-level modellingmulti-variate responses

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Numerical analysis or methods applied to Markov chains (65C40)

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Cites work

• scientific article; zbMATH DE number 3992765 (Why is no real title available?)
• scientific article; zbMATH DE number 236854 (Why is no real title available?)
• Adaptive Rejection Sampling for Gibbs Sampling
• Analysis of multivariate probit models
• Bayes inference in the Tobit censored regression model
• Bayesian Analysis of Binary and Polychotomous Response Data
• Bayesian analysis of cross-section and clustered data treatment models
• Bayesian and likelihood methods for fitting multilevel models with complex level-1 variation.
• Efficient parametrisations for normal linear mixed models
• Equation of state calculations by fast computing machines
• Implementation and performance issues in the Bayesian and likelihood fitting of multilevel models
• Monte Carlo sampling methods using Markov chains and their applications
• Sampling-Based Approaches to Calculating Marginal Densities
• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images

Cited in

(9)

• A multivariate multilevel approach to the modeling of accuracy and speed of test takers
• Using cross-classified multivariate mixed response models with application to life history traits in great tits (Parus major)
• Designing simple and efficient Markov chain Monte Carlo proposal kernels
• MCMC methods to approximate conditional predictive distributions
• Detecting rare haplotype association with two correlated phenotypes of binary and continuous types
• Bayesian tests on components of the compound symmetry covariance matrix
• Substantive model compatible multilevel multiple imputation: a joint modeling approach
• Bayesian multivariate process modeling for prediction of forest attributes
• CPMC-lab: a Matlab package for constrained path Monte Carlo calculations

Describes a project that uses

Uses Software

• BayesDA
• MLwiN

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