Monte Carlo sampling methods using Markov chains and their applications
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(only showing first 100 items - show all)- 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
- Markov chain Monte Carlo tests for designed experiments
- Nonstationary Markov chains and convergence of the annealing algorithm
- Markov-normal analysis of iterative simulations before their convergence
- The Monte Carlo method
- Guidelines for choosing the transition matrix in Monte Carlo methods using Markov chains
- Bayesian tests on components of the compound symmetry covariance matrix
- Bayesian exploratory factor analysis
- Use of the Gibbs sampler in expert systems
- Hastings-Metropolis algorithms and reference measures
- Geometric convergence of the Metropolis-Hastings simulation algorithm
- What do we know about the Metropolis algorithm?
- Estimation of posterior density functions from a posterior sample.
- A note on Metropolis-Hastings kernels for general state spaces
- Two convergence properties of hybrid samplers
- Hierarchical Bayes estimation of mortality rates for disease mapping
- Contagion distributions for defining disease clustering in time
- Block updating in constrained Markov chain Monte Carlo sampling
- Last passage time for the empirical mean of some mixing processes
- Monte Carlo inference in econometric models with symmetric stable disturbances
- Simple conditions for the convergence of the Gibbs sampler and Metropolis-Hastings algorithms
- Simulated annealing: Practice versus theory
- Adaptive proposal distribution for random walk Metropolis algorithm
- Bayesian inference of binary regression models with parametric link
- Using Hirschberg's algorithm to generate random alignments of strings
- Bayes inference in regression models with ARMA\((p,q)\) errors
- Markov chains for Monte Carlo tests of genetic equilibrium in multidimensional contingency tables
- General hit-and-run Monte Carlo sampling for evaluating multidimensional integrals
- Bayesian analysis of compound loss distributions
- Bayesian analysis of seasonal unit roots and seasonal mean shifts
- Statistical inference and Monte Carlo algorithms. (With discussion)
- A Bayesian approach to selection and ranking procedures: The unequal variance case
- On Monte Carlo methods for estimating ratios of normalizing constants
- A Repelling–Attracting Metropolis Algorithm for Multimodality
- Performance study of marginal posterior density estimation via Kullback-Leibler divergence
- Variable transformation to obtain geometric ergodicity in the random-walk Metropolis algorithm
- Numerical non-identifiability regions of the minimal model of glucose kinetics: Superiority of Bayesian estimation
- Slice sampling. (With discussions and rejoinder)
- Bayesian estimation for the \(M\)/\(G\)/1 queue using a phase-type approximation
- Bayesian variable selection regression for genome-wide association studies and other large-scale problems
- Bayesian estimation of smooth transition GARCH model using Gibbs sampling
- A simulation based approach to the parameter estimation for the three-parameter gamma distribution.
- Bayesian backfitting. (With comments and a rejoinder).
- A geometric interpretation of the Metropolis-Hastings algorithm.
- Monte Carlo Markov chain methods and model selection in genetic epidemiology
- Bayesian approach to estimation of ordered uniform scale parameters
- Importance sampling for families of distributions
- Efficient posterior integration in stable paretian models
- V-subgeometric ergodicity for a Hastings-Metropolis algorithm
- Forecasting interest rates volatilities by GARCH (1,1) and stochastic volatility models
- Numerical Bayesian inference with arbitrary prior
- Kin selection and natal dispersal in an age-structured population.
- Bayesian analysis of regression models with spatially correlated errors and missing observations
- Bayesian analysis of the logit model and comparison of two Metropolis-Hastings strategies.
- MCMC algorithms for two recent Bayesian limited information estimators
- Some connections between Bayesian and non-Bayesian methods for regression model selection
- Geometric ergodicity of Metropolis algorithms
- A Bayesian model selection method with applications
- Markov chain Monte Carlo with the integrated nested Laplace approximation
- On parallelizable Markov chain Monte Carlo algorithms with waste-recycling
- Which ergodic averages have finite asymptotic variance?
- Markov chain Monte Carlo fitting of single-channel data from inositol trisphosphate receptors
- Learning from incomplete data via parameterized \(t\) mixture models through eigenvalue decomposition
- Simulation-based Bayesian inference for epidemic models
- A generalized multiple-try version of the reversible jump algorithm
- Bayesian estimation of smoothly mixing time-varying parameter GARCH models
- Semiparametric Bayesian joint models of multivariate longitudinal and survival data
- Parameter estimation via stochastic variants of the ECM algorithm with applications to plant growth modeling
- RMCMC: a system for updating Bayesian models
- Bayesian Cholesky factor models in random effects covariance matrix for generalized linear mixed models
- Efficient model comparison techniques for models requiring large scale data augmentation
- Designing simple and efficient Markov chain Monte Carlo proposal kernels
- Bayesian model selection of regular vine copulas
- Convergence and efficiency of adaptive importance sampling techniques with partial biasing
- A Bayesian framework for the validation of models for subsurface flows: synthetic experiments
- On the asymptotic variance of reversible Markov chain without cycles
- Adjoint-accelerated statistical and deterministic inversion of atmospheric contaminant transport
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