Marginal maximum a posteriori estimation using Markov chain Monte Carlo
From MaRDI portal
Publication:451237
DOI10.1023/A:1013172322619zbMATH Open1247.62087OpenAlexW1511187233MaRDI QIDQ451237FDOQ451237
Arnaud Doucet, Simon J. Godsill, Christian Robert
Publication date: 23 September 2012
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1013172322619
Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Numerical analysis or methods applied to Markov chains (65C40)
Cited In (18)
- Randomized maximum likelihood based posterior sampling
- A Hierarchical Expected Improvement Method for Bayesian Optimization
- MCMC maximum likelihood for latent state models
- Particle predictive control
- Maximum likelihood estimation of the Markov-switching GARCH model
- Data-cloning \(SMC^2\): a global optimizer for maximum likelihood estimation of latent variable models
- A hybrid data cloning maximum likelihood estimator for stochastic volatility models
- A high accuracy stochastic estimation of a nonlinear deterministic model
- Approximate maximum likelihood estimation using data-cloning ABC
- Inference for dynamic and latent variable models via iterated, perturbed Bayes maps
- Computational advances for and from Bayesian analysis
- Parameter identification for stochastic hybrid systems using randomized optimization: a case study on subtilin production by Bacillus subtilis
- Asymptotically Exact Data Augmentation: Models, Properties, and Algorithms
- Title not available (Why is that?)
- Beta-MPT: multinomial processing tree models for addressing individual differences
- Estimating multiple-membership logit models with mixed effects: indirect inference versus data cloning
- Particle methods for statistical inference and design optimization
- Sequential Monte Carlo EM for multivariate probit models
This page was built for publication: Marginal maximum a posteriori estimation using Markov chain Monte Carlo
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q451237)
