Sequential Imputations and Bayesian Missing Data Problems

DOI10.2307/2291224zbMATH Open0800.62166OpenAlexW4251232855MaRDI QIDQ4292157FDOQ4292157

Authors: Augustine Kong, Jun S. Liu, Wing H. Wong 

Publication date: 10 July 1994

Full work available at URL: https://doi.org/10.2307/2291224

Mathematics Subject Classification ID

Bayesian inference (62F15)

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

• The properties of the cross-match estimate and split sampling
• Population Quasi-Monte Carlo
• Recursive pathways to marginal likelihood estimation with prior-sensitivity analysis
• 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
• Generalised linear mixed model analysis via sequential Monte Carlo sampling
• 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
• Sequential Monte Carlo methods for option pricing
• Sequential importance sampling for multiway tables
• Bayesian Model Assessment and Comparison Using Cross-Validation Predictive Densities
• Bayesian parameter estimation and model selection for strongly nonlinear dynamical systems
• Fiducial prediction intervals
• Empirical likelihood-based inference under imputation for missing response data
• An efficient MCMC algorithm to sample binary matrices with fixed marginals
• Title not available (Why is that?)
• Variational approximation for importance sampling
• Usage of a pair of \(\mathbf S\)-paths in Bayesian estimation of a unimodal density
• Nonlinear filters for chaotic oscillatory systems
• Comparison of Some Bayesian Analyses of Heterogeneity in Group Life Insurance
• A short history of Markov chain Monte Carlo: Subjective recollections from incomplete data
• Box particle filtering for nonlinear state estimation using interval analysis
• Bridging the ensemble Kalman filter and particle filters: The adaptive Gaussian mixture filter
• Inference on high-dimensional implicit dynamic models using a guided intermediate resampling filter
• Lookahead strategies for sequential Monte Carlo
• 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
• Equi-energy sampler with applications in statistical inference and statistical mechanics
• 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
• Rare-event simulation of heavy-tailed random walks by sequential importance sampling and resampling
• 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
• Title not available (Why is that?)

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