Partially Collapsed Gibbs Sampling for Linear Mixed-effects Models

DOI10.1080/03610918.2013.857687MaRDI QIDQ2809592zbMATH OpenOpenAlexFDO

Authors Taeyoung Park, Seunghyun Min

Publication date 30 May 2016

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2013.857687

zbMATH Keywords

Markov chain Monte CarloBayesian analysisjump diffusionGibbs samplingblockingcollapsing

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Linear inference, regression (62J99) Monte Carlo methods (65C05)

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Cites work

• Covariance structure of the Gibbs sampler with applications to the comparisons of estimators and augmentation schemes
• Extra-Binomial Variation in Logistic Linear Models
• Inference from iterative simulation using multiple sequences
• Option pricing when underlying stock returns are discontinuous
• Partially Collapsed Gibbs Samplers
• Random-Effects Models for Longitudinal Data
• Seeking efficient data augmentation schemes via conditional and marginal augmentation

Cited in

(14)

• Efficient Bayesian analysis of multivariate aggregate choices
• Simulating conditionally specified models
• Efficient and flexible model-based clustering of jumps in diffusion processes
• Functional clustering methods for binary longitudinal data with temporal heterogeneity
• Bayesian variable selection in Poisson change-point regression analysis
• Semiparametric Bayesian inference for mean-covariance regression models
• Improving the Gibbs sampler
• Analysis of Poisson varying-coefficient models with autoregression
• A comparison of hybrid strategies for Gibbs sampling in mixed graphical models
• Sampling hyperparameters in hierarchical models: Improving on Gibbs for high-dimensional latent fields and large datasets
• Partially Collapsed Gibbs Samplers
• Analysis of binary longitudinal data with time-varying effects
• Flexible model comparison of unobserved components models using particle Gibbs with ancestor sampling
• A robustness evaluation of Bayesian tests for longitudinal data

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