Statistical inference and Monte Carlo algorithms. (With discussion)

DOI10.1007/BF02562621zbMATH Open0884.62001OpenAlexW2130371299MaRDI QIDQ1372568FDOQ1372568

Authors: George Casella 

Publication date: 5 April 1998

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02562621

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zbMATH Keywords

Markov chain Monte CarloGibbs samplingaccept-reject algorithmimproper priorsRao-Blackwell theorem

Mathematics Subject Classification ID

Inference from stochastic processes (62M99) Probabilistic methods, stochastic differential equations (65C99) Statistical decision theory (62C99) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

Cites Work

• Markov chains for exploring posterior distributions. (With discussion)
• Maximum likelihood estimation via the ECM algorithm: A general framework
• The Calculation of Posterior Distributions by Data Augmentation
• On Bayesian Analysis of Generalized Linear Models Using Jeffreys's Prior
• Title not available (Why is that?)
• Title not available (Why is that?)
• Covariance structure of the Gibbs sampler with applications to the comparisons of estimators and augmentation schemes
• The Collapsed Gibbs Sampler in Bayesian Computations with Applications to a Gene Regulation Problem
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• Variance components.
• Statistical decision theory and Bayesian analysis. 2nd ed
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• The Effect of Improper Priors on Gibbs Sampling in Hierarchical Linear Mixed Models
• Convergence control methods for Markov chain Monte Carlo algorithms
• Compatible Conditional Distributions
• Title not available (Why is that?)
• Inference about Variance Components in the One-Way Model
• On the rate of convergence of the ECM algorithm
• Estimation with Selected Binomial Information or Do You Really Believe That Dave Winfield is Batting .471?
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• Rates of convergence for Gibbs sampling for variance component models
• Overdispersed generalized linear models
• Convergence properties of the Gibbs sampler for perturbations of Gaussians
• A note on the existence of the posterior distribution for a class of mixed models for binomial responses
• Title not available (Why is that?)

Cited In (8)

• An MCMC approach to classical estimation.
• Improving the Gibbs sampler
• Title not available (Why is that?)
• An Extension of the Metropolis Algorithm
• Inference from simulations and monitoring convergence
• Optimal estimators for the importance sampling method
• A Theory of Statistical Models for Monte Carlo Integration
• Inference from iterative simulation using multiple sequences

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