Sampling-Based Approaches to Calculating Marginal Densities
From MaRDI portal
Publication:3481066
DOI10.2307/2289776zbMATH Open0702.62020OpenAlexW4302434451WikidataQ29393353 ScholiaQ29393353MaRDI QIDQ3481066FDOQ3481066
Authors: Alan E. Gelfand, A. F. M. Smith 
Publication date: 1990
Full work available at URL: https://doi.org/10.2307/2289776
Recommendations
data augmentationmissing dataMonte Carlo samplingGibbs samplerimportance samplinghierarchical modelsvariance componentsposterior distributionsconditional probability structurecalculating Bayesian posterior densitiesnumerical estimates of marginal probability distributionssampling-importance-resampling algorithmStochastic substitution
Probabilistic methods, stochastic differential equations (65C99) Statistical distribution theory (62E99)
Cited In (only showing first 100 items - show all)
- A multiple imputation approach to nonlinear mixed-effects models with covariate measurement errors and missing values
- A conversation with Alan Gelfand
- On the use of marginal posteriors in marginal likelihood estimation via importance sampling
- Modeling road traffic crashes with zero-inflation and site-specific random effects
- A new regression model for bounded responses
- A spatial model for multivariate lattice data
- Model uncertainty
- Nonparametric Bayesian data analysis
- Causal inference: a missing data perspective
- A hierarchical Bayesian multidimensional scaling methodology for accommodating both structural and preference heterogeneity
- Bayesian analysis of correlated misclassified binary data
- Hierarchical Bayesian Methods for Estimation of Parameters in a Longitudinal HIV Dynamic System
- Geometric ergodicity of Gibbs and block Gibbs samplers for a hierarchical random effects model
- A simulation-based approach to Bayesian sample size determination for performance under a given model and for separating models
- Analysis of a nonreversible Markov chain sampler.
- Bayesian test on equality of score parameters in the order restricted RC association model
- A Bayesian approach to restricted latent class models for scientifically structured clustering of multivariate binary outcomes
- Continuous spatial process models for spatial extreme values
- Sufficient burn-in for Gibbs samplers for a hierarchical random effects model.
- Problematic effects of aggregation in \(z\)ROC analysis and a hierarchical modeling solution
- Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models
- A multiple time scale survival model with a cure fraction
- Long-term HIV dynamic models incorporating drug adherence and resistance to treatment for prediction of virological responses
- A Bayesian approach to nonlinear latent variable models using the Gibbs sampler and the Metropolis-Hastings algorithm
- Bayes inference in the Tobit censored regression model
- On Monte Carlo methods for estimating ratios of normalizing constants
- Convergence rates of attractive-repulsive MCMC algorithms
- Simple conditions for the convergence of the Gibbs sampler and Metropolis-Hastings algorithms
- Bayesian efficiency analysis through individual effects: Hospital cost frontiers
- Posterior inference in the random intercept model based on samples obtained with Markov chain Monte Carlo methods
- A Bayesian approach to non-parametric monotone function estimation
- Computational advances for and from Bayesian analysis
- The highest confidence density region and its usage for joint inferences about constrained parameters
- Nonparametric hierarchical Bayes via sequential imputations
- Multiple imputation for nonignorable missing data
- Retrospective exact simulation of diffusion sample paths with applications
- A Bayesian Semiparametric Joint Hierarchical Model for Longitudinal and Survival Data
- A Nonparametric Model for Stationary Time Series
- Bayesian model selection and model averaging
- Bayesian econometrics and forecasting. (With comments)
- A general threshold stress hybrid hazard model for lifetime data
- A dynamic nonstationary spatio-temporal model for short term prediction of precipitation
- On a Gibbs sampler based random process in Bayesian nonparametrics
- A New Multinomial Model and a Zero Variance Estimation
- Parameter expansion for sampling a correlation matrix: an efficient GPX-RPMH algorithm
- Bayesian analysis of zero-inflated regression models
- MCMC estimation and some model-fit analysis of multidimensional IRT models
- A Bayesian Approach to DNA Sequence Segmentation
- Using simulation methods for bayesian econometric models: inference, development,and communication
- Modeling Markers of Disease Progression by a Hidden Markov Process: Application to Characterizing CD4 Cell Decline
- Variable transformation to obtain geometric ergodicity in the random-walk Metropolis algorithm
- On markov chain monte carlo methods for nonlinear and non-gaussian state-space models
- On the identifiability of Bayesian factor analytic models
- Clustering multivariate data using factor analytic Bayesian mixtures with an unknown number of components
- Overfitting Bayesian mixtures of factor analyzers with an unknown number of components
- Estimating normal means with a conjugate style dirichlet process prior
- HMM-DM: identifying differentially methylated regions using a hidden Markov model
- Sampling Strategies for Fast Updating of Gaussian Markov Random Fields
- A BAYESIAN APPROACH TO MODELING STOCHASTIC BLOCKSTRUCTURES WITH COVARIATES
- Learning from a lot: Empirical Bayes for high‐dimensional model‐based prediction
- Predictions based on the clustering of heterogeneous functions via shape and subject-specific covariates
- Bayesian analysis of multivariate survival data using Monte Carlo methods
- Statistical analyses for round robin interaction data
- Zero variance Markov chain Monte Carlo for Bayesian estimators
- Default Bayes factors for ANOVA designs
- Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity
- AMCMC: an R interface for adaptive MCMC
- A spatial analysis of multivariate output from regional climate models
- A Bayesian approach to inequality constrained linear mixed models: estimation and model selection
- Sampling Algorithms for Discrete Markov Random Fields and Related Graphical Models
- Bayesian Error‐in‐Variable Survival Model for the Analysis of GeneChip Arrays
- Moments and random number generation for the truncated elliptical family of distributions
- Bayesian selection of log‐linear models
- Using MCMC chain outputs to efficiently estimate Bayes factors
- A comparison of hybrid strategies for Gibbs sampling in mixed graphical models
- Approximate Bayesian computational methods
- A variable selection approach to monotonic regression with Bernstein polynomials
- Objective Bayesian Inference for the Half-Normal and Half-tDistributions
- Adaptive proposal distribution for random walk Metropolis algorithm
- Speeding Up MCMC by Efficient Data Subsampling
- Equi-energy sampler with applications in statistical inference and statistical mechanics
- On the convergence rate of random permutation sampler and ECR algorithm in missing data models
- Modeling publication bias using weighted distributions in a Bayesian framework.
- A common goodness-of-fit framework for neural population models using marked point process time-rescaling
- Variational approximations in Bayesian model selection for finite mixture distributions
- A Bayesian proportional hazards model for general interval-censored data
- Covariance approximation for large multivariate spatial data sets with an application to multiple climate model errors
- Slice sampling. (With discussions and rejoinder)
- Bayesian inference for causal effects in randomized experiments with noncompliance
- Calculating posterior distributions and modal estimates in Markov mixture models
- Nonparametric regression using Bayesian variable selection
- Hierarchical Models in Environmental Science
- Small Area Estimation-New Developments and Directions
- Bayesian backfitting. (With comments and a rejoinder).
- Partially parametric techniques for multiple imputation
- Harris recurrence of Metropolis-within-Gibbs and trans-dimensional Markov chains
- A Bayesian analysis of the multinomial probit model with fully identified parameters
- Estimation and comparison of multiple change-point models
- Simulating normalizing constants: From importance sampling to bridge sampling to path sampling
- MCMC algorithms for constrained variance matrices
This page was built for publication: Sampling-Based Approaches to Calculating Marginal Densities
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3481066)
