Reversible jump methods for generalised linear models and generalised linear mixed models

DOI10.1007/S11222-010-9210-3zbMATH Open1322.62195DBLPjournals/sac/ForsterGO12OpenAlexW2068331757WikidataQ58296061 ScholiaQ58296061MaRDI QIDQ746186FDOQ746186

Authors: Jonathan J. Forster, Roger C. Gill, Antony M. Overstall 

Publication date: 16 October 2015

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-010-9210-3

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zbMATH Keywords

generalised linear mixed modelsreversible jumpBayesian model determinationgeneralised linear models

Mathematics Subject Classification ID

Bayesian inference (62F15) Generalized linear models (logistic models) (62J12)

Cites Work

• Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
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• Accuracy of Laplace approximation for discrete response mixed models
• A fast procedure for model search in multidimensional contingency tables
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• Markov chain Monte Carlo model determination for hierarchical and graphical log-linear models
• Bayesian variable and link determination for generalised linear models
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• Efficient Construction of Reversible Jump Markov Chain Monte Carlo Proposal Distributions
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• Bayesian Covariance Selection in Generalized Linear Mixed Models
• Default Bayesian model determination methods for generalised linear mixed models
• A novel reversible jump algorithm for generalized linear models
• Reference Bayesian Methods for Generalized Linear Mixed Models
• Generalized linear models. With applications in engineering and the sciences
• Bayesian projection approaches to variable selection in generalized linear models
• Efficient Bayes factor estimation from the reversible jump output

Cited In (13)

• Exploring dependence between categorical variables: benefits and limitations of using variable selection within Bayesian clustering in relation to log-linear modelling with interaction terms
• Mode jumping MCMC for Bayesian variable selection in GLMM
• Bayesian variable and link determination for generalised linear models
• A default prior distribution for contingency tables with dependent factor levels
• Reversible jump Markov chain Monte Carlo algorithms for Bayesian variable selection in logistic mixed models
• Reversible Jump PDMP Samplers for Variable Selection
• Discrimination for two-way models with insurance applications
• Using hierarchical centering to facilitate a reversible jump MCMC algorithm for random effects models
• Default Bayesian model determination methods for generalised linear mixed models
• Quantifying uncertainty in transdimensional Markov chain Monte Carlo using discrete Markov models
• A novel reversible jump algorithm for generalized linear models
• A generalized multiple-try version of the reversible jump algorithm
• Bayesian Variable Selection for Gaussian Copula Regression Models

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