Markov chains for exploring posterior distributions. (With discussion)

DOI10.1214/aos/1176325750zbMath0829.62080OpenAlexW2136796925MaRDI QIDQ1896235

Luke Tierney

Publication date: 24 January 1996

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176325750

zbMATH Keywords

convergence ratesMonte Carlovariance reductionGibbs samplerhybrid algorithmscentral limit theoremsMetropolis-Hastings algorithmMetropolis algorithmlaws of large numberssimulation methodologygeneral state space Markov chainschoice of sample size

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Monte Carlo methods (65C05) Discrete-time Markov processes on general state spaces (60J05) Continuous-time Markov processes on discrete state spaces (60J27)

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candidate density, Sensitivity and convergence of uniformly ergodic Markov chains, Unnamed Item, Multivariate Stochastic Volatility: A Review, Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models, Efficient Semiparametric Bayesian Estimation of Multivariate Discrete Proportional Hazards Model with Random Effects, Bayesian inversion by parallel interacting Markov chains, Nonparametric Bayesian Regression Under Combinations of Local Shape Constraints, Metropolized Randomized Maximum Likelihood for Improved Sampling from Multimodal Distributions, Are Independent Parameter Draws Necessary for Multiple Imputation?, Combustion kinetic model development using surrogate model similarity method, A Bayesian semiparametric approach to learning about gene–gene interactions in case-control studies, Bayesian inference for mixtures of von Mises distributions using reversible jump MCMC sampler, Flexible Modeling of Frailty Effects in Clustered Survival Data, Note on the Sampling Distribution for the Metropolis-Hastings Algorithm, A Bayesian Curve Fitting Approach to Power Spectrum Estimation, A semi-parametric Bayesian approach for detection of gene expression heterosis with RNA-seq data, Markov Chain Importance Sampling—A Highly Efficient Estimator for MCMC, Statistical inference of the stress-strength reliability and mean remaining strength of series system with cold standby redundancy at system and component levels, A universal procedure for parametric frailty models, Numerical Results for the Metropolis Algorithm, A Survey of Sequential Monte Carlo Methods for Economics and Finance, Imposing Theoretical Regularity on Flexible Functional Forms, Bayesian International Evidence on Heavy Tails, Non-Stationarity and Asymmetry over the Business Cycle, Health Effects of Air Pollution: A Statistical Review, Inference for an exponentiated half logistic distribution with application to cancer hybrid censored data, Bayesian methods for time series of count data, On Bayesian parameter estimation of beta log Weibull distribution under type-II censoring, Stochastic simulation of sequential game-theory voting models, Bayesian inference: Weibull Poisson model for censored data using the expectation–maximization algorithm and its application to bladder cancer data, A new flexible hazard rate distribution: Application and estimation of its parameters, On the performance of the gibbs sampler for the multivariate normal distribution, Estimating normal means with a conjugate style dirichlet process prior, Synchronization in phase-coupled oscillator with attractive–repulsive frequencies, A semiparametric Bayesian approach to epidemics, with application to the spread of the coronavirus MERS in South Korea in 2015, Bayesian estimation of a proportional hazards model for double-censored durations, Convergence of Griddy Gibbs sampling and other perturbed Markov chains, Frequency coverage properties of a uniform shrinkage prior distribution, Equation-solving estimator based on the general n-step MHDR algorithm, Unnamed Item, Markov chain Monte Carlo methods for probabilistic network model determination, Non-stationary partition modeling of geostatistical data for malaria risk mapping, A variable selection approach to monotonic regression with Bernstein polynomials, Bayesian latent variable model for mixed continuous and ordinal responses with possibility of missing responses, A Bayesian approach to estimating linear mixtures with unknown covariance structure, Evidence for hedge fund predictability from a multivariate Student'stfull-factor GARCH model, Bayesian model comparison for compartmental models with applications in positron emission tomography, Bayesian analysis of censored linear regression models with scale mixtures of normal distributions, A BAYESIAN APPROACH TO ESTIMATING AND FORECASTING ADDITIVE NONPARAMETRIC AUTOREGRESSIVE MODELS, On the Functional Central Limit Theorem for Reversible Markov Chains with Nonlinear Growth of the Variance, Modeling Criminal Careers as Departures From a Unimodal Population Age–Crime Curve: The Case of Marijuana Use, A GAMMA MOVING AVERAGE PROCESS FOR MODELLING DEPENDENCE ACROSS DEVELOPMENT YEARS IN RUN-OFF TRIANGLES, Learning Hamiltonian Monte Carlo in R, Imputation in High-Dimensional Economic Data as Applied to the Agricultural Resource Management Survey, On Sampling Strategies in Bayesian Variable Selection Problems With Large Model Spaces, Convergence of Conditional Metropolis-Hastings Samplers, Projected Pólya Tree, Markov Chain Monte Carlo for Computing Rare-Event Probabilities for a Heavy-Tailed Random Walk, Scale Mixtures Distributions in Insurance Applications, A Study of Deleterious Gene Structure in Plants Using Markov Chain Monte Carlo, A Bayesian Semiparametric Accelerated Failure Time Model, A Bayesian Hierarchical Approach for Combining Case‐Control and Prospective Studies, Random Effects in Censored Ordinal Regression: Latent Structure and Bayesian Approach, Hierarchical Proportional Hazards Regression Models for Highly Stratified Data, A Hierarchical Bayesian Model to Predict the Duration of Immunity to Haemophilus Influenzas Type B, Modeling Human Fertility in the Presence of Measurement Error, Nonconjugate Bayesian Analysis of Variance Component Models, Bayesian Analysis of Discrete Survival Data with a Hidden Markov Chain, Distinguishing Effects on Tumor Multiplicity and Growth Rate in Chemoprevention Experiments, Inferring the Location and Effect of Tumor Suppressor Genes by Instability‐Selection Modeling of Allelic‐Loss Data, Publication Bias and Meta-Analysis for 2×2 Tables: An Average Markov Chain Monte Carlo EM Algorithm, Nonparametric goodness-of-fit, The uniform power distribution, Sequentially allocated merge-split samplers for conjugate Bayesian nonparametric models, An Extension of the Metropolis Algorithm, BAYESIAN REFERENCE ANALYSIS OF COINTEGRATION, Parametric inference for mixed models defined by stochastic differential equations, Bayesian computation for the superposition of nonhomogeneous poisson processes, Random covariances and mixed-effects models for imputing multivariate multilevel continuous data, Ergodicity of Markov chain Monte Carlo with reversible proposal, Augmented Markov Chain Monte Carlo Simulation for Two-Stage Stochastic Programs with Recourse, Accelerating parallel tempering: Quantile tempering algorithm (QuanTA), Asymptotic variance for random walk Metropolis chains in high dimensions: logarithmic growth via the Poisson equation, A Bayesian multivariate partially linear single-index probit model for ordinal responses, Classical, Bayesian, and generalized inferences of the reliability of a multicomponent system with censored data, Non-parametric Bayesian inference through MCMC method for Y-linked two-sex branching processes with blind choice, Three Stochastic Versions of the EM Algorithm for Estimating Longitudinal Rasch Model, Pareto Regression: A Bayesian Analysis, Multivariate mixtures of Polya trees for modeling ROC data, A Markov gamma random field for modelling disease mapping data, Regression with compositional response having unobserved components or below detection limit values, A Bayesian structural-change analysis via the stochastic approximation Monte Carlo and Gibbs sampler, Estimation with the generalized exponential distribution based on record values and inter-record times, Estimation and prediction of the Burr type XII distribution based on record values and inter-record times, Hierarchical Bayesian LASSO for a negative binomial regression, Bayesian inference for nonlinear stochastic SIR epidemic model, Estimation and prediction of the Kumaraswamy distribution based on record values and inter-record times, Regenerative Markov Chain Importance Sampling, Marginal Bayesian Semiparametric Modeling of Mismeasured Multivariate Interval-Censored Data, Geometric integrators and the Hamiltonian Monte Carlo method, Estimation of risk contributions with MCMC, Efficient Marginalization-Based MCMC Methods for Hierarchical Bayesian Inverse Problems, Assessing the significance of peptide spectrum match scores, Metropolis Integration Schemes for Self-Adjoint Diffusions, Reliability estimation of a stress-strength model with non-identical component strengths under generalized progressive hybrid censoring scheme, Unnamed Item, Understanding the Hastings Algorithm, Bayesian Inference and Prediction in an M/G/1 with Optional Second Service, A class of dependent Dirichlet processes via latent multinomial processes, A Gaussian Mixture Autoregressive Model for Univariate Time Series