The Calculation of Posterior Distributions by Data Augmentation

DOI10.2307/2289457zbMATH Open0619.62029OpenAlexW4247999480MaRDI QIDQ3756312FDOQ3756312

Authors: Martin A. Tanner, Wing H. Wong 

Publication date: 1987

Full work available at URL: https://doi.org/10.2307/2289457

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zbMATH Keywords

missing valuesalgorithmposterior distributionpredictive distributionsimulation techniqueslatent dataData augmentation

Mathematics Subject Classification ID

Bayesian inference (62F15) Monte Carlo methods (65C05)

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• Measuring technical and allocative inefficiency in the translog cost system: a Bayesian approach
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• Bayesian Inference for Stochastic Kinetic Models Using a Diffusion Approximation
• Multilevel heterogeneous factor analysis and application to ecological momentary assessment
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• Heterogeneous factor analysis models: a Bayesian approach
• Dynamic conditionally linear mixed models for longitudinal data
• Seasonality and non-linear price effects in scanner-data-based market-response models
• Semiparametric Bayesian inference in smooth coefficient models
• Sufficient burn-in for Gibbs samplers for a hierarchical random effects model.
• Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models
• Estimating Percentile-Specific Treatment Effects in Counterfactual Models: A Case-Study of Micronutrient Supplementation, Birth Weight and Infant Mortality
• Gibbs posterior for variable selection in high-dimensional classification and data mining
• Bayesian inference for nonlinear multivariate diffusion models observed with error
• Combining micro and macro unemployment duration data
• Probability matrix decomposition models and main-effects generalized linear models for the analysis of replicated binary associations.
• Bayes inference in the Tobit censored regression model
• A class of parametric dynamic survival models
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• Reversible jump MCMC for nonparametric drift estimation for diffusion processes
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• DATA AUGMENTATION AND DYNAMIC LINEAR MODELS
• Bayesian analysis of a self-selection model with multiple outcomes using simulation-based estimation: An application to the demand for healthcare
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• A Bayesian analysis of the multinomial probit model using marginal data augmentation
• Randomization-based inference about latent variables from complex samples
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• A taxonomy of latent structure assumptions for probability matrix decomposition models
• On markov chain monte carlo methods for nonlinear and non-gaussian state-space models
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• Multiple imputation for competing risks regression with interval-censored data
• A Bayesian hierarchical model for prediction of latent health states from multiple data sources with application to active surveillance of prostate cancer
• A Stochastic Simulation Approach to Model Selection for Stochastic Volatility Models
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• A Multiple Imputation Approach to Cox Regression with Interval‐Censored Data
• Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility
• Stochastic versions of the em algorithm: an experimental study in the mixture case
• An Extension of Generalized Linear Models to Finite Mixture Outcome Distributions
• A new R package for Bayesian estimation of multivariate normal mixtures allowing for selection of the number of components and interval-censored data
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• Multiple imputation for continuous variables using a Bayesian principal component analysis
• Bayesian robust inference of sample selection using selection-\(t\) models
• Bayes Factors for Testing Order Constraints on Variances of Dependent Outcomes
• Bayesian Variable Selection in Multinomial Probit Models to Identify Molecular Signatures of Disease Stage
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• Recent Developments in Dealing with Item Non‐response in Surveys: A Critical Review
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• Multiple Imputation: Theory and Method
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• Learning from incomplete data via parameterized \(t\) mixture models through eigenvalue decomposition
• Bayesian analysis of outlier problems using divergence measures
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• Bayesian inference in joint modelling of location and scale parameters of the \(t\) distribution for longitudinal data
• Improving the convergence properties of the data augmentation algorithm with an application to Bayesian mixture modeling
• The data augmentation algorithm: theory and methodology
• A spectral analytic comparison of trace-class data augmentation algorithms and their sandwich variants
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• A new heterogeneous multidimensional unfolding procedure
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