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

Recommendations

• Tools for statistical inference. Observed data and data augmentation methods
• Bayesian Missing Data Problems
• Exact Bayesian inference via data augmentation
• Generalised data augmentation and posterior inferences
• Parameter Expansion for Data Augmentation

zbMATH Keywords

missing valuesalgorithmposterior distributionpredictive distributionsimulation techniqueslatent dataData augmentation

Mathematics Subject Classification ID

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

Cited In (only showing first 100 items - show all)

• Parametric link modification of both tails in binary regression
• A Bayesian analysis of a simultaneous equations model for insurance rate-making
• Bayesian option pricing using mixed normal heteroskedasticity models
• Bayesian semiparametric analysis for latent variable models with mixed continuous and ordinal outcomes
• The performance of German firms in the business-related service sectors revisited: Differential evolution Markov chain estimation of the multinomial probit model
• Analysing exponential random graph (p-star) models with missing data using Bayesian data augmentation
• Identification and estimation of principal causal effects in randomized experiments with treatment switching
• Bayesian analysis of stochastic volatility models with flexible tails
• Latent variable models with ordinal categorical covariates
• Exit polling and racial bloc voting: combining individual-level and R\(\times \)C ecological data
• Bayesian analysis of two dependent \(2\times 2\) contingency tables
• Monte Carlo inference in econometric models with symmetric stable disturbances
• A non-parametric Bayesian approach to decompounding from high frequency data
• Fast simulation of truncated Gaussian distributions
• A latent transition model with logistic regression
• A selective view of stochastic inference and modeling problems in nanoscale biophysics
• A sparse matrix approach to Bayesian computation in large linear models
• Productivity growth measurement and decomposition under a dynamic inefficiency specification: the case of German dairy farms
• A local unit root test in mean for financial time series
• Bayesian regularized quantile structural equation models
• A Markov chain Monte Carlo algorithm for multiple imputation in large surveys
• Information bounds for Gibbs samplers
• Correcting for sample selection bias in Bayesian distributional regression models
• Latent class regression: inference and estimation with two-stage multiple imputation
• Additive multilevel item structure models with random residuals: item modeling for explanation and item generation
• Bayesian accelerated life testing under competing log-location-scale family of causes of failure
• Local non-stationarity test in mean for Markov switching GARCH models: an approximate Bayesian approach
• Improving efficiency of data augmentation algorithms using Peskun's theorem
• A Bayesian multi-level factor analytic model of consumer price sensitivities across categories
• Simulated latent variable estimation of models with ordered categorical data
• Multidimensional and longitudinal item response models for non-ignorable data
• Data augmentation in multi-way contingency tables with fixed marginal totals
• Extended voting measures
• Bayesian Clustering of Many Garch Models
• Two noniterative algorithms for computing posteriors
• An efficient stochastic simulation algorithm for Bayesian unit root testing in stochastic volatility models
• Parameter estimation for a chaotic dynamical system with partial observations
• A Bayesian Approach to Multiple-Output Quantile Regression
• A Bayesian analysis of generalized threshold autoregressive models
• A short history of Markov chain Monte Carlo: Subjective recollections from incomplete data
• Markov chain Monte Carlo and models of consideration set and parameter heterogeneity
• Estimating Bayesian credible intervals
• Estimation and properties of a time-varying GQARCH(1,1)-M model
• A Bayesian adaptive phase I/II clinical trial design with late‐onset competing risk outcomes
• Exact statistical solutions using the inverse Bayes formulae.
• Maximum likelihood methods for cure rate models with missing covariates
• Spectral analytic comparisons for data augmentation
• Bayesian inference for the mixed conditional heteroskedasticity model
• A partially confirmatory approach to the multidimensional item response theory with the Bayesian Lasso
• BAYESIAN ANALYSIS OF FINITE MIXTURES OF WEIBULL DISTRIBUTIONS
• Bayes regression with autoregressive errors. A Gibbs sampling approach
• Comparison and assessment of epidemic models
• Bayesian state-space modeling in gene expression data analysis: an application with biomarker prediction
• Assessing heterogeneity for factor analysis model with continuous and ordinal outcomes
• Bayesian modeling of measurement error in predictor variables using item response theory
• Information acquisition and/or bid preparation: a structural analysis of entry and bidding in timber sale auctions
• A Bayesian analysis of payday loans and their regulation
• 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
• Augmentation schemes for particle MCMC
• Measuring technical and allocative inefficiency in the translog cost system: a Bayesian approach
• Program evaluation as a decision problem
• Mixtures of autoregressions with an improper component for panel data
• 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
• An efficient MCEM algorithm for fitting generalized linear mixed models for correlated binary data
• Bayesian tail risk interdependence using quantile regression
• Bayesian Inference for Stochastic Kinetic Models Using a Diffusion Approximation
• Multilevel heterogeneous factor analysis and application to ecological momentary assessment
• Inferences on missing information under multiple imputation and two-stage multiple imputation
• 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
• On Monte Carlo methods for estimating ratios of normalizing constants
• Posterior inference in the random intercept model based on samples obtained with Markov chain Monte Carlo methods
• Bayesian analysis of circular data using wrapped distributions
• Reversible jump MCMC for nonparametric drift estimation for diffusion processes
• Computational advances for and from Bayesian analysis
• Nonparametric hierarchical Bayes via sequential imputations
• Multiple imputation for nonignorable missing data
• Approximation of conditional densities by smooth mixtures of regressions
• The dynamics of stochastic volatility: evidence from underlying and options markets
• Bayesian model selection and model averaging
• Estimation of sample selection models with two selection mechanisms
• Bayes inference in regression models with ARMA\((p,q)\) errors
• Statistical inference in the multinomial multiperiod probit model
• Bayesian analysis of cross-section and clustered data treatment models

This page was built for publication: The Calculation of Posterior Distributions by Data Augmentation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3756312)