Quasi-Monte Carlo for highly structured generalised response models
DOI10.1007/s11009-007-9045-3zbMath1234.62110OpenAlexW2103936630MaRDI QIDQ931378
William T. M. Dunsmuir, Robert S. Womersley, Frances Y. Kuo, Ian H. Sloan, Matthew P. Wand
Publication date: 25 June 2008
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://ro.uow.edu.au/cgi/viewcontent.cgi?article=1530&context=infopapers
Semiparametric regressionMaximum likelihoodGeneralised linear mixed modelsHigh-dimensional integrationLattice rulesLongitudinal data analysisSerial dependenceTime series regression
Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Generalized linear models (logistic models) (62J12) Monte Carlo methods (65C05)
Related Items
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Randomly shifted lattice rules for unbounded integrands
- The construction of good extensible Korobov rules
- Quasi-Monte Carlo sampling to improve the efficiency of Monte Carlo EM
- Numerical integration in logistic-normal models
- Quasi-Monte Carlo estimation in generalized linear mixed models
- When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?
- Component-by-component constructions achieve the optimal rate of convergence for multivariate integration in weighted Korobov and Sobolev spaces
- Methods for approximating integrals in statistics with special emphasis on Bayesian integration problems
- The effective dimension and quasi-Monte Carlo integration
- Finite-order weights imply tractability of multivariate integration
- Smoothing and mixed models
- General design Bayesian generalized linear mixed models
- Control variates for quasi-Monte Carlo (with comments and rejoinder)
- Constructions of \((t,m,s)\)-nets and \((t,s)\)-sequences
- Fast algorithms for component-by-component construction of rank-1 lattice rules in shift-invariant reproducing kernel Hilbert spaces
- Algorithm 659
- Numerical Optimization
- Laplace Importance Sampling for Generalized Linear Mixed Models
- Semiparametric Regression
- On autocorrelation in a Poisson regression model
- Approximate Inference in Generalized Linear Mixed Models
- Constructing Randomly Shifted Lattice Rules in Weighted Sobolev Spaces
- Generalized linear mixed models a pseudo-likelihood approach
- Ascent-Based Monte Carlo Expectation– Maximization
- Exact likelihood ratio tests for penalised splines
- A quasi-Monte Carlo Metropolis algorithm
- Constructing Embedded Lattice Rules for Multivariate Integration
- Remark on algorithm 659
- Estimating Mean Dimensionality of Analysis of Variance Decompositions