Sequential Imputations and Bayesian Missing Data Problems
From MaRDI portal
(Redirected from Publication:4292157)
Cited in
(only showing first 100 items - show all)- Generalized fiducial inference for normal linear mixed models
- Bayesian mixture of autoregressive models
- The properties of the cross-match estimate and split sampling
- Sequential Monte Carlo EM for multivariate probit models
- Convergence and efficiency of adaptive importance sampling techniques with partial biasing
- A Bayesian generalized linear model for Crimean-Congo hemorrhagic fever incidents
- Efficient importance sampling in low dimensions using affine arithmetic
- On coupling particle filter trajectories
- Langevin incremental mixture importance sampling
- Without-replacement sampling for particle methods on finite state spaces
- A hidden Markov model for decoding and the analysis of replay in spike trains
- Nested particle filters for online parameter estimation in discrete-time state-space Markov models
- Importance sampling from posterior distributions using copula-like approximations
- Importance sampling: intrinsic dimension and computational cost
- Discovering disease genes: multipoint linkage analysis via a new Markov chain Monte Carlo approach
- Leave Pima Indians alone: binary regression as a benchmark for Bayesian computation
- Likelihood and linkage: From Fisher to the future
- Nonparametric hierarchical Bayes via sequential imputations
- Empirical likelihood-based inference under imputation for missing response data
- Spatial-temporal nonlinear filtering based on hierarchical statistical models
- Case-deletion importance sampling estimators: central limit theorems and related results
- Generalised linear mixed model analysis via sequential Monte Carlo sampling
- Online health management for complex nonlinear systems based on hidden semi-Markov model using sequential Monte Carlo methods
- Assimilating Eulerian and Lagrangian data in traffic-flow models
- A general two-phase Markov chain Monte Carlo approach for constrained design optimization: application to stochastic structural optimization
- Asymptotics of maximum likelihood estimators based on Markov chain Monte Carlo methods
- Dirichlet process and its developments: a survey
- Plateau proposal distributions for adaptive component-wise multiple-try metropolis
- Rank-normalization, folding, and localization: an improved \(\widehat{R}\) for assessing convergence of MCMC (with Discussion)
- The node-wise pseudo-marginal method: model selection with spatial dependence on latent graphs
- Asymptotic genealogies of interacting particle systems with an application to sequential Monte Carlo
- Properties of the bridge sampler with a focus on splitting the MCMC sample
- Approximate Bayesian computations to fit and compare insurance loss models
- Incorporating variance uncertainty into a power analysis of monitoring designs
- Exact tests for the Rasch model via sequential importance sampling
- Variance reduction techniques in particle-based visual contour tracking
- Modified Hamiltonian Monte Carlo for Bayesian inference
- Sequential Monte Carlo with transformations
- Sequential Monte Carlo samplers with independent Markov chain Monte Carlo proposals
- Generalized multiple importance sampling
- Rare event simulation for stochastic dynamics in continuous time
- Sparse variational Bayesian approximations for nonlinear inverse problems: applications in nonlinear elastography
- Box particle filtering for nonlinear state estimation using interval analysis
- Errata: ``A survey of Bayesian predictive methods for model assessment, selection and comparison
- Dynamic filtering of static dipoles in magnetoencephalography
- Another look at rejection sampling through importance sampling
- A Bayesian approach to nonlinear probit gene selection and classification
- Sequential importance sampling for multiway tables
- A predictive view of Bayesian clustering
- On the stability of sequential Monte Carlo methods in high dimensions
- Recursive pathways to marginal likelihood estimation with prior-sensitivity analysis
- Lookahead strategies for sequential Monte Carlo
- Comparison of methods for incomplete repeated measures data analysis in small samples
- Monte Carlo likelihood inference for missing data models
- Variational approximation for importance sampling
- Comparison of Some Bayesian Analyses of Heterogeneity in Group Life Insurance
- Nonparametric hierarchical Bayes analysis of binomial data via Bernstein polynomial priors
- A sigma point-based resampling algorithm in particle filter
- A decomposition-based approach to uncertainty analysis of feed-forward multicomponent systems
- Learning undirected graphical models using persistent sequential Monte Carlo
- Estimating and Projecting Trends in HIV/AIDS Generalized Epidemics Using Incremental Mixture Importance Sampling
- Sequential Monte Carlo methods for option pricing
- The broad role of multiple imputation in statistical science
- Bayesian parameter estimation and model selection for strongly nonlinear dynamical systems
- Improving Approximate Bayesian Computation via Quasi-Monte Carlo
- Fiducial prediction intervals
- Particle filters with random resampling times
- Sequential importance sampling for nonparametric Bayes models: The next generation
- Bayesian statistics with a smile: a resampling-sampling perspective
- Equi-energy sampler with applications in statistical inference and statistical mechanics
- Conjugate analysis of multivariate normal data with incomplete observations
- Static-parameter estimation in piecewise deterministic processes using particle Gibbs samplers
- Bayesian inversion in resin transfer molding
- A bimodality trap in model projections
- State space modeling \& Bayesian inference with computational intelligence
- Imputation for multisource data with comparison and assessment techniques
- Nonparametric Bayesian analysis of a proportion for a small area under nonignorable nonresponse
- Bayesian Model Assessment and Comparison Using Cross-Validation Predictive Densities
- Rare-event simulation of heavy-tailed random walks by sequential importance sampling and resampling
- Forest resampling for distributed sequential Monte Carlo
- Second-order extended particle filter with exponential family observation model
- Population Quasi-Monte Carlo
- Delayed Acceptance ABC-SMC
- Bayesian Variational Inference for Exponential Random Graph Models
- Limits of accuracy for parameter estimation and localization in single-molecule microscopy via sequential Monte Carlo methods
- A survey of sequential Monte Carlo methods for economics and finance
- Weighted bagging: a modification of AdaBoost from the perspective of importance sampling
- scientific article; zbMATH DE number 7307467 (Why is no real title available?)
- Bayesian model comparison with un-normalised likelihoods
- scientific article; zbMATH DE number 7148143 (Why is no real title available?)
- Simulation from quasi-stationary distributions on reducible state spaces
- Nonparametric particle filtering and smoothing with quasi-Monte Carlo sampling
- Robust particle filter formulations with application to terrain‐aided navigation
- Bridging the ensemble Kalman filter and particle filters: The adaptive Gaussian mixture filter
- Quantifying the uncertainty in change points
- Transformations and Hardy-Krause variation
- An Invitation to Sequential Monte Carlo Samplers
- Monte Carlo Approximation of Bayes Factors via Mixing With Surrogate Distributions
- Simulating normalizing constants: From importance sampling to bridge sampling to path sampling
- A population Monte Carlo scheme with transformed weights and its application to stochastic kinetic models
This page was built for publication: Sequential Imputations and Bayesian Missing Data Problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4292157)
