Sequential Imputations and Bayesian Missing Data Problems
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Publication:4292157
DOI10.2307/2291224zbMATH Open0800.62166OpenAlexW4251232855MaRDI QIDQ4292157FDOQ4292157
Augustine Kong, Jun S. Liu, Wing H. Wong
Publication date: 10 July 1994
Full work available at URL: https://doi.org/10.2307/2291224
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- Case-deletion importance sampling estimators: central limit theorems and related results
- Rank-normalization, folding, and localization: an improved \(\widehat{R}\) for assessing convergence of MCMC (with Discussion)
- Sparse variational Bayesian approximations for nonlinear inverse problems: applications in nonlinear elastography
- An Invitation to Sequential Monte Carlo Samplers
- Dirichlet process and its developments: a survey
- Without-replacement sampling for particle methods on finite state spaces
- Particle filters with random resampling times
- Importance sampling: intrinsic dimension and computational cost
- On the stability of sequential Monte Carlo methods in high dimensions
- Robust Bayesian inference in STAR models with neighbourhood effects
- A Particle Method for Solving Fredholm Equations of the First Kind
- Learning undirected graphical models using persistent sequential Monte Carlo
- A predictive view of Bayesian clustering
- Likelihood and linkage: From Fisher to the future
- Iterative Bayesian inversion with Gaussian mixtures: finite sample implementation and large sample asymptotics
- Nonparametric hierarchical Bayes via sequential imputations
- Nonparametric Bayesian analysis of a proportion for a small area under nonignorable nonresponse
- Sequential Monte Carlo on large binary sampling spaces
- A Survey of Sequential Monte Carlo Methods for Economics and Finance
- Bayesian statistics with a smile: a resampling-sampling perspective
- Convergence and efficiency of adaptive importance sampling techniques with partial biasing
- Monte Carlo likelihood inference for missing data models
- Spatial-temporal nonlinear filtering based on hierarchical statistical models
- Static-parameter estimation in piecewise deterministic processes using particle Gibbs samplers
- Estimating and Projecting Trends in HIV/AIDS Generalized Epidemics Using Incremental Mixture Importance Sampling
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- Optimal SIR algorithm vs. fully adapted auxiliary particle filter: a non asymptotic analysis
- Sequential importance sampling for nonparametric Bayes models: The next generation
- Dynamic filtering of static dipoles in magnetoencephalography
- Approximate Bayesian computations to fit and compare insurance loss models
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- Bayesian parameter estimation and model selection for strongly nonlinear dynamical systems
- Fiducial prediction intervals
- Empirical likelihood-based inference under imputation for missing response data
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- Nonlinear filters for chaotic oscillatory systems
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- A short history of Markov chain Monte Carlo: Subjective recollections from incomplete data
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- Inference on high-dimensional implicit dynamic models using a guided intermediate resampling filter
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- Quantifying the uncertainty in change points
- A Bayesian approach to nonlinear probit gene selection and classification
- Generalized fiducial inference for normal linear mixed models
- A sigma point-based resampling algorithm in particle filter
- Bayesian mixture of autoregressive models
- Bayesian model comparison with un-normalised likelihoods
- Laplace approximation for logistic Gaussian process density estimation and regression
- On Bayes inference for a bathtub failure rate via S-paths
- Exact tests for the Rasch model via sequential importance sampling
- Properties of the bridge sampler with a focus on splitting the MCMC sample
- Variance reduction techniques in particle-based visual contour tracking
- Errata: ``A survey of Bayesian predictive methods for model assessment, selection and comparison
- A bimodality trap in model projections
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- Another look at rejection sampling through importance sampling
- Comparison of methods for incomplete repeated measures data analysis in small samples
- Free energy methods for Bayesian inference: efficient exploration of univariate Gaussian mixture posteriors
- Bayesian Variational Inference for Exponential Random Graph Models
- Langevin incremental mixture importance sampling
- Sequential Monte Carlo EM for multivariate probit models
- Nested particle filters for online parameter estimation in discrete-time state-space Markov models
- Limit theorems for weighted samples with applications to sequential Monte Carlo methods
- Simulating normalizing constants: From importance sampling to bridge sampling to path sampling
- 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
- Plateau proposal distributions for adaptive component-wise multiple-try metropolis
- Weighted bagging: a modification of AdaBoost from the perspective of importance sampling
- Bayesian Log-Rank Test
- Improving Approximate Bayesian Computation via Quasi-Monte Carlo
- Reversed particle filtering for hidden Markov models
- Importance sampling from posterior distributions using copula-like approximations
- Generalized multiple importance sampling
- An improved adaptive FastSLAM algorithm with time-varying noise estimator
- The broad role of multiple imputation in statistical science
- Delayed Acceptance ABC-SMC
- Sequential Monte Carlo with transformations
- A hidden Markov model for decoding and the analysis of replay in spike trains
- Leave Pima Indians alone: binary regression as a benchmark for Bayesian computation
- A general two-phase Markov chain Monte Carlo approach for constrained design optimization: application to stochastic structural optimization
- Monte Carlo Approximation of Bayes Factors via Mixing With Surrogate Distributions
- From Least Squares to Signal Processing and Particle Filtering
- Discovering disease genes: multipoint linkage analysis via a new Markov chain Monte Carlo approach
- Limits of Accuracy for Parameter Estimation and Localization in Single-Molecule Microscopy via Sequential Monte Carlo Methods
- Adaptive tuning of Hamiltonian Monte Carlo within sequential Monte Carlo
- Modified Hamiltonian Monte Carlo for Bayesian inference
- Incorporating variance uncertainty into a power analysis of monitoring designs
- Some models are useful, but how do we know which ones? Towards a unified Bayesian model taxonomy
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- Online health management for complex nonlinear systems based on hidden semi-Markov model using sequential Monte Carlo methods
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