Hamiltonian Monte Carlo Sampling in Bayesian Empirical Likelihood Computation
DOI10.1111/RSSB.12164zbMATH Open1414.62333OpenAlexW2323943544MaRDI QIDQ5378166FDOQ5378166
Sanjay Chaudhuri, Teng Yin, D. Mondal
Publication date: 12 June 2019
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/rssb.12164
generalized linear modelsempirical likelihoodsmall area estimationconstrained convex optimizationunbiased estimating equationsmixed effect modelsscore equationsHamiltonian Monte Carlo methods
Convex programming (90C25) Sampling theory, sample surveys (62D05) Generalized linear models (logistic models) (62J12) Parametric inference under constraints (62F30) Paired and multiple comparisons; multiple testing (62J15)
Cited In (23)
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- On the application of improved symplectic integrators in Hamiltonian Monte Carlo
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- Gaussian Processes and Bayesian Moment Estimation
- Maximum Conditional Entropy Hamiltonian Monte Carlo Sampler
- Enhanced empirical likelihood estimation of incubation period of COVID-19 by integrating published information
- Empirical Likelihood for the Analysis of Experimental Designs
- Bayesian Estimation and Comparison of Moment Condition Models
- Importance Sampling-Based Transport Map Hamiltonian Monte Carlo for Bayesian Hierarchical Models
- Sampling-based adaptive Bayesian quadrature for probabilistic model updating
- Bayesian Approaches to the Design of Markov Chain Monte Carlo Samplers
- Linex and double-linex regression for parameter estimation and forecasting
- Empirical likelihood for linear structural equation models with dependent errors
- A review of recent advances in empirical likelihood
- Bayesian empirical likelihood of linear regression model with current status data
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