A general framework for the parametrization of hierarchical models

From MaRDI portal
Publication:449750

DOI10.1214/088342307000000014zbMath1246.62195arXiv0708.3797OpenAlexW1997628954MaRDI QIDQ449750

Omiros Papaspiliopoulos, Martin Sköld, Gareth O. Roberts

Publication date: 1 September 2012

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0708.3797



Related Items

Fast Sampling in a Linear-Gaussian Inverse Problem, An Exact Auxiliary Variable Gibbs Sampler for a Class of Diffusions, Efficient Parameter Sampling for Markov Jump Processes, Approximate Bayesian Inference for Latent Gaussian models by using Integrated Nested Laplace Approximations, Using hierarchical centering to facilitate a reversible jump MCMC algorithm for random effects models, Unnamed Item, Parameterizations for ensemble Kalman inversion, Sampling hyperparameters in hierarchical models: Improving on Gibbs for high-dimensional latent fields and large datasets, Modelling multi-output stochastic frontiers using copulas, Hyperparameter estimation in Bayesian MAP estimation: parameterizations and consistency, Multilevel structured additive regression, Hybrid iterative ensemble smoother for history matching of hierarchical models, Adaptive multiple importance sampling for Gaussian processes, Nonparametric Posterior Learning for Emission Tomography, Efficient data augmentation techniques for some classes of state space models, Multilevel linear models, Gibbs samplers and multigrid decompositions (with discussion), Informative Bayesian neural network priors for weak signals, Probabilistic prediction of neurological disorders with a statistical assessment of neuroimaging data modalities, A stochastic variational framework for fitting and diagnosing generalized linear mixed models, Coupling stochastic EM and approximate Bayesian computation for parameter inference in state-space models, Fitting stochastic epidemic models to gene genealogies using linear noise approximation, Selecting the precision parameter prior in Dirichlet process mixture models, Nested sampling methods, Scalable Bayesian computation for crossed and nested hierarchical models, Bayesian prediction of jumps in large panels of time series data, Conditionally structured variational Gaussian approximation with importance weights, Improving the convergence properties of the data augmentation algorithm with an application to Bayesian mixture modeling, Latent diffusion models for survival analysis, Reconciling Bayesian and Perimeter Regularization for Binary Inversion, On reparametrization and the Gibbs sampler, Comparison and assessment of epidemic models, Hyperpriors for Matérn fields with applications in Bayesian inversion, Non-stationary multi-layered Gaussian priors for Bayesian inversion, A non-parametric Bayesian approach to decompounding from high frequency data, Stochastic epidemic models inference and diagnosis with Poisson random measure data augmentation, Development of a novel computational model for the balloon analogue risk task: the exponential-weight mean-variance model, Locally adaptive smoothing with Markov random fields and shrinkage priors, How Deep Are Deep Gaussian Processes?, Data transforming augmentation for heteroscedastic models, Markov Chain Monte Carlo for Exact Inference for Diffusions, Achieving shrinkage in a time-varying parameter model framework, Variable transformation to obtain geometric ergodicity in the random-walk Metropolis algorithm, Sequential Bayesian inference for implicit hidden Markov models and current limitations, Low-Rank Independence Samplers in Hierarchical Bayesian Inverse Problems, Time-varying sparsity in dynamic regression models, Accelerating parallel tempering: Quantile tempering algorithm (QuanTA), Bayesian computation: a summary of the current state, and samples backwards and forwards, Particle methods for stochastic differential equation mixed effects models, Unnamed Item, Geometric ergodicity of Gibbs samplers for Bayesian general linear mixed models with proper priors, Metropolized Randomized Maximum Likelihood for Improved Sampling from Multimodal Distributions, Variational inference for generalized linear mixed models using partially noncentered parametrizations, A conversation with Alan Gelfand



Cites Work