What are the advantages of MCMC based inference in latent variable models?

DOI10.1111/1467-9574.00060MaRDI QIDQ4469540zbMATH OpenOpenAlexFDO

Authors Richard Paap

Publication date 15 June 2004

Published in Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-9574.00060

Mathematics Subject Classification ID

Bayesian inference (62F15) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

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Cites work

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• Statistical inference in the multinomial multiperiod probit model
• Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models
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Cited in

(9)

• A data-augmentation method for infectious disease incidence data from close contact groups
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• Marginal maximum a posteriori estimation using Markov chain Monte Carlo
• Modelling response error in school effectiveness research
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