Bayesian Dynamic Dirichlet Models

DOI10.1080/03610918.2013.795592zbMath1314.62202OpenAlexW2085613663MaRDI QIDQ5252867

G. S. Rodrigues, Cibele Queiroz da-Silva

Publication date: 3 June 2015

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2013.795592

zbMATH Keywords

time seriesDirichlet distributioncompositional databeta distributiondynamic modelsBayesian approachlogistic-normal distribution

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15)

Related Items (1)

Likelihood-free approximate Gibbs sampling

Uses Software

• Cubature

Cites Work

• Unnamed Item
• Beta Regression for Modelling Rates and Proportions
• Bayesian forecasting and dynamic models.
• Dynamic Bayesian beta models
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• Inference from iterative simulation using multiple sequences
• Dynamic generalized linear models and repeated measurements
• Simulation Run Length Control in the Presence of an Initial Transient
• Markov chain Monte Carlo for dynamic generalised linear models
• Logistic-Normal Distributions: Some Properties and Uses
• Numerical Analysis for Statisticians
• DATA AUGMENTATION AND DYNAMIC LINEAR MODELS
• On Gibbs sampling for state space models
• Likelihood analysis of non-Gaussian measurement time series
• Bayesian estimation of state-space models using the Metropolis-Hastings algorithm within Gibbs sampling.

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