Sampling-Based Approaches to Calculating Marginal Densities
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(only showing first 100 items - show all)- Estimators of sensitivity and specificity in the presence of verification bias: A Bayesian ap\-proach
- MCMC methods to approximate conditional predictive distributions
- Very accurate posterior approximations based on finite mixtures of the hyperparameters condi\-tionals
- Extension of the SAEM algorithm to left-censored data in nonlinear mixed-effects model: Application to HIV dynamics model
- Bayes factor estimation for nonlinear dynamic state space models
- A multivariate multilevel approach to the modeling of accuracy and speed of test takers
- Neighborhood search approaches to beam orientation optimization in intensity modulated radiation therapy treatment planning
- A Bayesian approach to relaxing parameter restrictions in multivariate GARCH models
- A computationally efficient method for nonlinear mixed-effects models with nonignorable missing data in time-varying covariates
- Using the EM algorithm for inference in a mixture of distributions with censored but partially identifiable data
- Computational Bayesian inference for estimating the size of a finite population
- Mixtures of spatial and unstructured effects for spatially discontinuous health outcomes
- Simulation-based sequential analysis of Markov switching stochastic volatility models
- Bootstrapping estimation for estimating relative potency in combinations of bioassays
- Variational approximations in Bayesian model selection for finite mixture distributions
- AMCMC: an R interface for adaptive MCMC
- A Bayesian approach for analyzing a cluster-randomized trial with adjustment for risk misclassification
- Efficient and accurate approximate Bayesian inference with an application to insurance data
- A Bayesian approach to estimate the marginal loss distributions in operational risk management
- Generalized linear mixed model with a penalized Gaussian mixture as a random effects distribution
- Bayesian analysis of multivariate nominal measures using multivariate multinomial probit models
- Long-term HIV dynamic models incorporating drug adherence and resistance to treatment for prediction of virological responses
- Bayesian multiple comparisons of simply ordered means using priors with a point mass
- Analysis of multivariate skew normal models with incomplete data
- A truncated probit item response model for estimating psychophysical thresholds
- Moments and random number generation for the truncated elliptical family of distributions
- Markov-normal analysis of iterative simulations before their convergence
- Calculating posterior distributions and modal estimates in Markov mixture models
- Bayesian reduced rank regression in econometrics
- Nonparametric regression using Bayesian variable selection
- Modeling publication bias using weighted distributions in a Bayesian framework.
- A Gibbs sampling approach to estimation and prediction of time-varying-parameter models.
- On the identifiability of Bayesian factor analytic models
- Bayes inference in the Tobit censored regression model
- Connectionist learning of belief networks
- Use of the Gibbs sampler in expert systems
- Forecasting time series with common seasonal patterns (with discussion)
- Statistical inference for multiple choice tests
- State space modeling of non-standard actuarial time series
- Sampling-resampling techniques for the computation of posterior densities in normal means problems
- Bayes regression with autoregressive errors. A Gibbs sampling approach
- A Bayesian bivariate failure time regression model.
- Geometric ergodicity of Gibbs and block Gibbs samplers for a hierarchical random effects model
- Reparameterisation issues in mixture modelling and their bearing on MCMC algorithms.
- A new method for estimating model parameters for multinomial data
- Estimation of posterior density functions from a posterior sample.
- On convergence rates of Gibbs samplers for uniform distributions
- Two convergence properties of hybrid samplers
- Bayesian inference in a simultaneous equation model with limited dependent variables
- Business cycle durations
- Hierarchical Bayes estimation of mortality rates for disease mapping
- Aspects of smoothing and model inadequacy in generalized regression
- Bayesian marginal influence assessment
- Use of the Gibbs sampler to invert large, possibly sparse, positive definite matrices
- Bayesian analysis for masked system failure data using non-identical Weibull models
- Bayesian prediction in growth-curve models with correlated errors
- Last passage time for the empirical mean of some mixing processes
- Estimation and comparison of multiple change-point models
- Monte Carlo inference in econometric models with symmetric stable disturbances
- Marketing models of consumer heterogeneity
- A Bayesian multidimensional scaling procedure for the spatial analysis of revealed choice data
- Markov chain Monte Carlo and models of consideration set and parameter heterogeneity
- Information bounds for Gibbs samplers
- Simple conditions for the convergence of the Gibbs sampler and Metropolis-Hastings algorithms
- Adaptive proposal distribution for random walk Metropolis algorithm
- Selecting the normal population with the best regression value -- a Bayesian approach
- The hierarchical Tobit model: A case study in Bayesian computing
- Bayesian inference of binary regression models with parametric link
- Bayesian classification based on multivariate binary data
- Bayesian and likelihood inference from equally weighted mixtures
- Bayes inference in regression models with ARMA\((p,q)\) errors
- Parametric link modification of both tails in binary regression
- Estimation of a normal mixture model through Gibbs sampling and prior feedback
- Nonparametric Bayesian methods in hierarchical models
- Prediction based on response surface data obtained with random blocking
- Bayesian cuboid prediciton intervals: An application to tensile-strength prediction
- Rates of convergence for everywhere-positive Markov chains
- How long is the firm's forecast horizon?
- Reconciling the term structure of interest rates with the consumption-based ICAP model
- Outperforming the Gibbs sampler empirical estimator for nearest-neighbor random fields
- Modeling temporal processes via belief networks and Petri nets, with application to expert systems
- General hit-and-run Monte Carlo sampling for evaluating multidimensional integrals
- Rain-fall modeling: An application of Bayesian forecasting
- Simulation-based Bayesian inferences for two-variance components linear models
- Bayesian efficiency analysis through individual effects: Hospital cost frontiers
- Bayesian analysis of compound loss distributions
- A Bayesian nonparametric approach to determining a maximum tolerated dose
- A multidimensional item response model: Constrained latent class analysis using the Gibbs sampler and posterior predictive checks
- Simple approximations for location and ANOVA models with non-conjugate priors
- Hierarchical models with scale mixtures of normal distributions
- Statistical inference in the multinomial multiperiod probit model
- Statistical inference and Monte Carlo algorithms. (With discussion)
- A Bayesian approach to selection and ranking procedures: The unequal variance case
- On Monte Carlo methods for estimating ratios of normalizing constants
- The fitting of parameter-constrained demographic models
- Nonlinear and non-Gaussian state-space modeling with Monte Carlo simulations
- Optimal Bayesian two-phase designs
- Performance study of marginal posterior density estimation via Kullback-Leibler divergence
- Nonlinear and nonnormal filters using Monte Carlo methods
- Detection of additive outliers in bilinear time series
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