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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• Discontinuous Hamiltonian Monte Carlo for discrete parameters and discontinuous likelihoods
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