Bayesian statistics with a smile: a resampling-sampling perspective

DOI10.1214/11-BJPS144zbMATH Open1319.62062OpenAlexW1977323747MaRDI QIDQ447977FDOQ447977

Authors Nicholas G. Polson, Hedibert F. Lopes, Carlos M. Carvalho

Publication date 30 August 2012

Published in Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.bjps/1341320248

zbMATH Keywords

ANOVAMCMCBayesian Lassohierarchical modelsGibbs sampling

Mathematics Subject Classification ID

Bayesian inference (62F15) Numerical analysis or methods applied to Markov chains (65C40) Sequential estimation (62L12)

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Cites work

• scientific article; zbMATH DE number 1666093 (Why is no real title available?)
• scientific article; zbMATH DE number 472946 (Why is no real title available?)
• A sequential particle filter method for static models
• Bayesian analysis of random-effect models in the analysis of variance. I. Posterior distribution of variance-components
• Bayesian lasso regression
• Filtering via Simulation: Auxiliary Particle Filters
• Following a moving target -- Monte Carlo inference for dynamic Bayesian models
• Inference for nonconjugate Bayesian Models using the Gibbs sampler
• Mixture Kalman Filters
• Particle filters and Bayesian inference in financial econometrics
• Particle learning and smoothing
• Particle learning for general mixtures
• Sampling-Based Approaches to Calculating Marginal Densities
• Sequential Imputations and Bayesian Missing Data Problems
• Sequentially interacting Markov chain Monte Carlo methods
• The Collapsed Gibbs Sampler in Bayesian Computations with Applications to a Gene Regulation Problem

Cited in

(2)

• Kalman filtering and sequential Bayesian analysis
• Weighted Bayesian bootstrap for scalable posterior distributions

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