Gibbs Sampling for Bayesian Non-Conjugate and Hierarchical Models by Using Auxiliary Variables
From MaRDI portal
Publication:4237753
DOI10.1111/1467-9868.00179zbMath0913.62028OpenAlexW2128981260MaRDI QIDQ4237753
Jon Wakefield, Paul Damien, Stephen G. Walker
Publication date: 13 April 1999
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/2027.42/74035
Related Items
Dynamic density estimation with diffusive Dirichlet mixtures, A Variational Inference Approach to Inverse Problems with Gamma Hyperpriors, Bayesian analysis of generalized partially linear single-index models, Bayesian estimation of the Cox model under different hazard rate shape assumptions via slice sampling, Variational inference for count response semiparametric regression, Conditions for posterior contraction in the sparse normal means problem, On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural networks, Bayesian algorithm based on auxiliary variables for estimating item response theory models with non-ignorable missing response data, Sampling the Dirichlet Mixture Model with Slices, Multivariate spatial regression models, On the Flexibility of Metropolis-Hastings Acceptance Probabilities in Auxiliary Variable Proposal Generation, Slice-Gibbs sampling algorithm for estimating the parameters of a multilevel item response model, Accelerated parallel non-conjugate sampling for Bayesian non-parametric models, Asymptotically Exact Data Augmentation: Models, Properties, and Algorithms, Multiprocess parallel antithetic coupling for backward and forward Markov chain Monte Carlo, Bayesian Semiparametric Regression for Median Residual Life, Bayesian Inference Using Artificial Augmenting Regressions, An efficient and versatile approach to trust and reputation using hierarchical Bayesian modelling, A Bayesian approach to disease clustering using restricted Chinese restaurant processes, Parallel multivariate slice sampling, DOLDA: a regularized supervised topic model for high-dimensional multi-class regression, Bayesian inference with misspecified models, The determination of uncertainty levels in robust clustering of subjects with longitudinal observations using the Dirichlet process mixture, A latent slice sampling algorithm, Latent uniform samplers on multivariate binary spaces, Bayesian estimation of correlation matrices of longitudinal data, Joint Bayesian analysis of multiple response-types using the hierarchical generalized transformation model, Sampling schemes for generalized linear Dirichlet process random effects models, Hit and run as a unifying device, Criterion constrained Bayesian hierarchical models, A short history of Markov chain Monte Carlo: Subjective recollections from incomplete data, A high accuracy stochastic estimation of a nonlinear deterministic model, Slice sampling. (With discussions and rejoinder), Bayesian planning of optimal step-stress accelerated life test for log-location-scale distributions, Some results on the truncated multivariate \(t\) distribution, Semiparametric Bayesian hierarchical models for heterogeneous population in nonlinear mixed effect model: application to gastric emptying studies, A Bayesian analysis of the Bingham distribution, A Bayesian nonparametric causal model, A Bayesian Approach to Non-Parametric Monotone Function Estimation, A new class of Bayesian semi-parametric models with applications to option pricing, Expectation propagation in linear regression models with spike-and-slab priors, MCMC ESTIMATION OF LÉVY JUMP MODELS USING STOCK AND OPTION PRICES, Bayesian variable window scan statistics, Bayesian inference for generalized linear model with linear inequality constraints, Posterior Sampling When the Normalizing Constant is Unknown, Bayesian mode regression using mixtures of triangular densities, Posteriors, conjugacy, and exponential families for completely random measures, Portfolio selection with higher moments, Bayesian inference for finite mixtures of generalized linear models with random effects, A Bayesian nonparametric study of a dynamic nonlinear model, Nonparametric function estimation subject to monotonicity, convexity and other shape constraints, Reverse engineering gene regulatory networks using approximate Bayesian computation, A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation, Searching for efficient Markov chain Monte Carlo proposal kernels, Bayesian inference for queueing networks and modeling of internet services, Nonparametric Bayesian data analysis, Bayesian and non-Bayesian analysis of gamma stochastic frontier models by Markov chain Monte Carlo methods, The uniform power distribution, A predictive view of Bayesian clustering, Efficiency and Convergence Properties of Slice Samplers, The Ornstein-Uhlenbeck Dirichlet process and other time-varying processes for Bayesian nonparametric inference, Bayesian inference for polyhazard models in the presence of covariates., Convergence controls for MCMC algorithms, with applications to hidden markov chains, Bayesian analysis of some models that use the asymmetric exponential power distribution, Approximate uniform shrinkage prior for a multivariate generalized linear mixed model, Modelling correlated count data with covariates, Modeling with normalized random measure mixture models, Bayesian Inference in Generalized Error and Generalized Student-tRegression Models, Claims reserving: A correlated Bayesian model, A Nonparametric Bayesian Modeling Approach for Cytogenetic Dosimetry, Bayesian spectral analysis models for quantile regression with Dirichlet process mixtures, Efficient and accurate approximate Bayesian inference with an application to insurance data, Adaptive rejection Metropolis sampling using Lagrange interpolation polynomials of degree 2, Robust Bayesian Analysis of Loss Reserves Data Using the Generalized-t Distribution, New findings from terrorism data: Dirichlet process random-effects models for latent groups, Bayesian Covariance Selection in Generalized Linear Mixed Models, Modeling covariance matrices via partial autocorrelations, Bayesian analysis of circular data using wrapped distributions, Computations via Auxiliary Random Functions for Survival Models, Two slice-EM algorithms for fitting generalized linear mixed models with binary response, MCMC for Imbalanced Categorical Data, On convergence rates of Gibbs samplers for uniform distributions, Unnamed Item, Partial Factor Modeling: Predictor-Dependent Shrinkage for Linear Regression, Nonparametric Bayesian survival analysis using mixtures of Weibull distributions, Lifted graphical models: a survey, A Bayesian Approach to Parameter Inference in Queueing Networks, The polar slice sampler