A comparison of hybrid strategies for Gibbs sampling in mixed graphical models

DOI10.1016/0167-9473(94)00017-4MaRDI QIDQ672079zbMATH OpenOpenAlexWikidataFDO

Authors Juan-Miguel Gracia

Publication date 27 February 1997

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-9473(94)00017-4

zbMATH Keywords

Markov chain Monte CarloMetropolis-HastingsGibbs samplingAuxiliary variablesGraphical modelsHybrid strategies

Mathematics Subject Classification ID

Inference from stochastic processes (62M99) Monte Carlo methods (65C05)

Recommendations

• A hybrid scan Gibbs sampler for Bayesian models with latent variables
• Study of hybrid sampling inference for Dirichlet process mixtures of Gaussian processes models
• scientific article; zbMATH DE number 1522721
• Selection and estimation for mixed graphical models
• An improved collapsed Gibbs sampler for Dirichlet process mixing models
• Gibbs sampling in DP-based nonlinear mixed effects models
• Partially Collapsed Gibbs Sampling for Linear Mixed-effects Models
• Particle Gibbs split-merge sampling for Bayesian inference in mixture models

Cites work

• scientific article; zbMATH DE number 4211299 (Why is no real title available?)
• scientific article; zbMATH DE number 472921 (Why is no real title available?)
• scientific article; zbMATH DE number 472922 (Why is no real title available?)
• scientific article; zbMATH DE number 472923 (Why is no real title available?)
• scientific article; zbMATH DE number 4867 (Why is no real title available?)
• scientific article; zbMATH DE number 3992765 (Why is no real title available?)
• scientific article; zbMATH DE number 4121482 (Why is no real title available?)
• scientific article; zbMATH DE number 815746 (Why is no real title available?)
• Adaptive Rejection Sampling for Gibbs Sampling
• Approximating probabilistic inference in Bayesian belief networks is NP- hard
• Bayesian computation and stochastic systems. With comments and reply.
• Evidential reasoning using stochastic simulation of causal models
• Graphical models for associations between variables, some of which are qualitative and some quantitative
• Independence properties of directed markov fields
• Inference from iterative simulation using multiple sequences
• Propagation of Probabilities, Means, and Variances in Mixed Graphical Association Models
• Sampling-Based Approaches to Calculating Marginal Densities
• Sequential updating of conditional probabilities on directed graphical structures
• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
• The computational complexity of probabilistic inference using Bayesian belief networks
• Use of the Gibbs sampler in expert systems

Cited in

(5)

• Likelihood Factorizations for Mixed Discrete and Continuous Variables
• Mixed graphical models with missing data and the partial imputation EM algorithm
• Comparisons of three approaches for discrete conditional models
• Zero variance Markov chain Monte Carlo for Bayesian estimators
• Flexible model comparison of unobserved components models using particle Gibbs with ancestor sampling

This page was built for publication: A comparison of hybrid strategies for Gibbs sampling in mixed graphical models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q672079)