Hamiltonian Monte Carlo sampling in Bayesian empirical likelihood computation

DOI10.1111/RSSB.12164MaRDI QIDQ5378166zbMATH OpenOpenAlexFDO

Authors Sanjay Chaudhuri, D. Mondal, Teng Yin

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

zbMATH Keywords

generalized linear modelsempirical likelihoodsmall area estimationconstrained convex optimizationunbiased estimating equationsmixed effect modelsscore equationsHamiltonian Monte Carlo methods

Mathematics Subject Classification ID

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)

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Cited in

(24)

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• Importance Sampling-Based Transport Map Hamiltonian Monte Carlo for Bayesian Hierarchical Models
• Discontinuous Hamiltonian Monte Carlo for discrete parameters and discontinuous likelihoods
• Bayesian Estimation and Comparison of Moment Condition Models
• Empirical likelihood for linear structural equation models with dependent errors
• Bayesian empirical likelihood inference and order shrinkage for autoregressive models
• Exact Bayesian computation using H-functions
• Modified Hamiltonian Monte Carlo for Bayesian inference
• Sampling-based adaptive Bayesian quadrature for probabilistic model updating
• Estimation and testing for the integer-valued threshold autoregressive models based on negative binomial thinning
• A Hamiltonian Monte Carlo Method for Non-Smooth Energy Sampling
• Bayesian empirical likelihood of linear regression model with current status data
• Variational Bayes for Fast and Accurate Empirical Likelihood Inference
• Enhanced empirical likelihood estimation of incubation period of COVID-19 by integrating published information
• A unified approach for synthesizing population-level covariate effect information in semiparametric estimation with survival data
• Bayesian analysis of longitudinal data via empirical likelihood
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