Data transforming augmentation for heteroscedastic models

DOI10.1080/10618600.2019.1704295MaRDI QIDQ5066014zbMATH OpenOpenAlexWikidataFDO

Authors Hyungsuk Tak, Kisung You, Bingyue Su, Joseph Kelly, Sujit K. Ghosh

Publication date 28 March 2022

Published in Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1911.02748

zbMATH Keywords

EM algorithmmissing databeta-binomialGibbs samplerhierarchical modellinear mixed model

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• scientific article; zbMATH DE number 3567782 (Why is no real title available?)
• scientific article; zbMATH DE number 1086057 (Why is no real title available?)
• scientific article; zbMATH DE number 3050468 (Why is no real title available?)
• A general framework for the parametrization of hierarchical models
• A prior for the variance in hierarchical models
• Cross-fertilizing strategies for better EM mountain climbing and DA field exploration: a graphical guide book
• Data Analysis Using Stein's Estimator and its Generalizations
• Data-dependent posterior propriety of a Bayesian beta-binomial-logit model
• Density Estimation in the Presence of Heteroscedastic Measurement Error
• Frequency coverage properties of a uniform shrinkage prior distribution
• Parameter expansion to accelerate EM: the PX-EM algorithm
• SURE Estimates for a Heteroscedastic Hierarchical Model
• Seeking efficient data augmentation schemes via conditional and marginal augmentation
• Shrinkage estimation in multilevel normal models
• Stability of the Gibbs sampler for Bayesian hierarchical models
• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
• The Calculation of Posterior Distributions by Data Augmentation

Cited in

(3)

• Data augmentation for non-Gaussian regression models using variance-mean mixtures
• Efficient data augmentation techniques for some classes of state space models
• DATA AUGMENTATION AND DYNAMIC LINEAR MODELS

Describes a project that uses

Uses Software

• R
• BayesDA
• Rgbp

This page was built for publication: Data transforming augmentation for heteroscedastic models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5066014)