MCMC algorithms for constrained variance matrices
DOI10.1016/J.CSDA.2005.02.008zbMATH Open1445.62048OpenAlexW1990777389MaRDI QIDQ959259FDOQ959259
Authors: William 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
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Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Numerical analysis or methods applied to Markov chains (65C40)
Cites Work
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- Efficient parametrisations for normal linear mixed models
- Bayesian Analysis of Binary and Polychotomous Response Data
- Sampling-Based Approaches to Calculating Marginal Densities
- Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
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- Adaptive Rejection Sampling for Gibbs Sampling
- Monte Carlo sampling methods using Markov chains and their applications
- Analysis of multivariate probit models
- Equation of state calculations by fast computing machines
- Bayes inference in the Tobit censored regression model
- Bayesian analysis of cross-section and clustered data treatment models
- Implementation and performance issues in the Bayesian and likelihood fitting of multilevel models
- Bayesian and likelihood methods for fitting multilevel models with complex level-1 variation.
Cited In (9)
- Using cross-classified multivariate mixed response models with application to life history traits in great tits (Parus major)
- A multivariate multilevel approach to the modeling of accuracy and speed of test takers
- Designing simple and efficient Markov chain Monte Carlo proposal kernels
- Detecting rare haplotype association with two correlated phenotypes of binary and continuous types
- MCMC methods to approximate conditional predictive distributions
- Substantive model compatible multilevel multiple imputation: a joint modeling approach
- Bayesian tests on components of the compound symmetry covariance matrix
- Bayesian multivariate process modeling for prediction of forest attributes
- CPMC-lab: a Matlab package for constrained path Monte Carlo calculations
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