MCMC algorithms for constrained variance matrices

DOI10.1016/j.csda.2005.02.008zbMath1445.62048OpenAlexW1990777389MaRDI QIDQ959259

William J. Browne

Publication date: 11 December 2008

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

Full work available at URL: https://doi.org/10.1016/j.csda.2005.02.008

zbMATH Keywords

Markov chain Monte Carlo (MCMC)hierarchical modellingadaptive Metropolis-Hastings samplerMCMC efficiencymulti-level modellingmulti-variate responses

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Numerical analysis or methods applied to Markov chains (65C40)

Related Items (6)

Designing simple and efficient Markov chain Monte Carlo proposal kernels ⋮ Bayesian multivariate process modeling for prediction of forest attributes ⋮ Bayesian tests on components of the compound symmetry covariance matrix ⋮ MCMC methods to approximate conditional predictive distributions ⋮ A multivariate multilevel approach to the modeling of accuracy and speed of test takers ⋮ Using cross-classified multivariate mixed response models with application to life history traits in great tits (Parus major)

Uses Software

• MLwiN
• BayesDA

Cites Work

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• Bayes inference in the Tobit censored regression model
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• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
• Analysis of multivariate probit models
• Adaptive Rejection Sampling for Gibbs Sampling
• Efficient parametrisations for normal linear mixed models
• Equation of State Calculations by Fast Computing Machines
• Bayesian Analysis of Binary and Polychotomous Response Data
• Monte Carlo sampling methods using Markov chains and their applications

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