Sequential Imputations and Bayesian Missing Data Problems

Cited in

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An Invitation to Sequential Monte Carlo Samplers
Nonparametric hierarchical Bayes via sequential imputations
Rank-normalization, folding, and localization: an improved \(\widehat{R}\) for assessing convergence of MCMC (with Discussion)
Estimating and Projecting Trends in HIV/AIDS Generalized Epidemics Using Incremental Mixture Importance Sampling
Simulating normalizing constants: From importance sampling to bridge sampling to path sampling
scientific article; zbMATH DE number 7148143 (Why is no real title available?)
Bayesian Variational Inference for Exponential Random Graph Models
Without-replacement sampling for particle methods on finite state spaces
Sequential Monte Carlo methods for option pricing
Exact tests for the Rasch model via sequential importance sampling
Another look at rejection sampling through importance sampling
Generalized fiducial inference for normal linear mixed models
The properties of the cross-match estimate and split sampling
Nested particle filters for online parameter estimation in discrete-time state-space Markov models
Variational approximation for importance sampling
Langevin incremental mixture importance sampling
Particle filters with random resampling times
Limit theorems for weighted samples with applications to sequential Monte Carlo methods
A Particle Method for Solving Fredholm Equations of the First Kind
Generalised linear mixed model analysis via sequential Monte Carlo sampling
A predictive view of Bayesian clustering
Usage of a pair of \(\mathbf S\)-paths in Bayesian estimation of a unimodal density
Comparison of methods for incomplete repeated measures data analysis in small samples
Sequential Monte Carlo on large binary sampling spaces
Importance sampling: intrinsic dimension and computational cost
A sigma point-based resampling algorithm in particle filter
Sequential Monte Carlo EM for multivariate probit models
Dirichlet process and its developments: a survey
Inference on high-dimensional implicit dynamic models using a guided intermediate resampling filter
Nonlinear filters for chaotic oscillatory systems
Properties of the bridge sampler with a focus on splitting the MCMC sample
Optimal SIR algorithm vs. fully adapted auxiliary particle filter: a non asymptotic analysis
Fiducial prediction intervals
Bayesian mixture of autoregressive models
Bayesian Model Assessment and Comparison Using Cross-Validation Predictive Densities
Monte Carlo likelihood inference for missing data models
Variance reduction techniques in particle-based visual contour tracking
Bayesian model comparison with un-normalised likelihoods
Recursive pathways to marginal likelihood estimation with prior-sensitivity analysis
Population Quasi-Monte Carlo
Comparison of Some Bayesian Analyses of Heterogeneity in Group Life Insurance
Box particle filtering for nonlinear state estimation using interval analysis
Bridging the ensemble Kalman filter and particle filters: The adaptive Gaussian mixture filter
Empirical likelihood-based inference under imputation for missing response data
Equi-energy sampler with applications in statistical inference and statistical mechanics
An efficient MCMC algorithm to sample binary matrices with fixed marginals
Sequential importance sampling for multiway tables
Sequential importance sampling for nonparametric Bayes models: The next generation
Lookahead strategies for sequential Monte Carlo
Errata: ``A survey of Bayesian predictive methods for model assessment, selection and comparison
A bimodality trap in model projections
Case-deletion importance sampling estimators: central limit theorems and related results
Quantifying the uncertainty in change points
Spatial-temporal nonlinear filtering based on hierarchical statistical models
Free energy methods for Bayesian inference: efficient exploration of univariate Gaussian mixture posteriors
Bayesian parameter estimation and model selection for strongly nonlinear dynamical systems
A survey of sequential Monte Carlo methods for economics and finance
Laplace approximation for logistic Gaussian process density estimation and regression
Bayesian statistics with a smile: a resampling-sampling perspective
On the stability of sequential Monte Carlo methods in high dimensions
Likelihood and linkage: From Fisher to the future
On Bayes inference for a bathtub failure rate via S-paths
Nonparametric Bayesian analysis of a proportion for a small area under nonignorable nonresponse
A Bayesian approach to nonlinear probit gene selection and classification
Iterative Bayesian inversion with Gaussian mixtures: finite sample implementation and large sample asymptotics
Dynamic filtering of static dipoles in magnetoencephalography
Learning undirected graphical models using persistent sequential Monte Carlo
A short history of Markov chain Monte Carlo: Subjective recollections from incomplete data
Robust Bayesian inference in STAR models with neighbourhood effects
Convergence and efficiency of adaptive importance sampling techniques with partial biasing
Static-parameter estimation in piecewise deterministic processes using particle Gibbs samplers
Sparse variational Bayesian approximations for nonlinear inverse problems: applications in nonlinear elastography
Approximate Bayesian computations to fit and compare insurance loss models
Conditional sequential Monte Carlo in high dimensions
State space emulation and annealed sequential Monte Carlo for high dimensional optimization
Annealed adaptive importance sampling method in PINNs for solving high dimensional partial differential equations
Assimilating Eulerian and Lagrangian data in traffic-flow models
Weighted bagging: a modification of AdaBoost from the perspective of importance sampling
Improving Approximate Bayesian Computation via Quasi-Monte Carlo
Forest resampling for distributed sequential Monte Carlo
Monte Carlo Approximation of Bayes Factors via Mixing With Surrogate Distributions
Incorporating variance uncertainty into a power analysis of monitoring designs
A latent slice sampling algorithm
Asymptotics of maximum likelihood estimators based on Markov chain Monte Carlo methods
A divide and conquer sequential Monte Carlo approach to high dimensional filtering
Foreword. On sequential Monte Carlo: an overview
Resampling strategy in sequential Monte Carlo for constrained sampling problems
scientific article; zbMATH DE number 7307467 (Why is no real title available?)
Some models are useful, but how do we know which ones? Towards a unified Bayesian model taxonomy
Nonparametric particle filtering and smoothing with quasi-Monte Carlo sampling
Efficient importance sampling in low dimensions using affine arithmetic
Online health management for complex nonlinear systems based on hidden semi-Markov model using sequential Monte Carlo methods
Generalized multiple importance sampling
Bayesian inversion in resin transfer molding
Adaptive tuning of Hamiltonian Monte Carlo within sequential Monte Carlo
Sequential Monte Carlo samplers with independent Markov chain Monte Carlo proposals
Nonparametric hierarchical Bayes analysis of binomial data via Bernstein polynomial priors
Asymptotic genealogies of interacting particle systems with an application to sequential Monte Carlo
An improved adaptive FastSLAM algorithm with time-varying noise estimator
Discovering disease genes: multipoint linkage analysis via a new Markov chain Monte Carlo approach

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