Simulating conditionally specified models

DOI10.1016/J.JMVA.2018.04.012MaRDI QIDQ1661341zbMATH OpenOpenAlexWikidataFDO

Authors Kun-Lin Kuo, Yuchung J. Wang

Publication date 16 August 2018

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2018.04.012

zbMATH Keywords

multiple imputationfaster convergencedependence networknon-full conditional specificationpartially collapsed Gibbs samplervalid scan order

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Computational methods for problems pertaining to statistics (62-08) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Monte Carlo methods (65C05) Learning and adaptive systems in artificial intelligence (68T05)

Recommendations

• Partially Collapsed Gibbs Samplers
• Pseudo-Gibbs sampler for discrete conditional distributions
• Fully conditional specification in multivariate imputation
• Behaviour of the Gibbs sampler when conditional distributions are potentially incompatible
• Gibbs ensembles for nearly compatible and incompatible conditional models

Cites work

• scientific article; zbMATH DE number 3945130 (Why is no real title available?)
• scientific article; zbMATH DE number 3513115 (Why is no real title available?)
• scientific article; zbMATH DE number 472931 (Why is no real title available?)
• Dependency networks for inference, collaborative filtering, and data visualization
• Markov Chain Monte Carlo Convergence Diagnostics: A Comparative Review
• Parameterization and Bayesian Modeling
• Partially Collapsed Gibbs Samplers
• Partially Collapsed Gibbs Sampling for Linear Mixed-effects Models

Cited in

(7)

• Pseudo-Gibbs sampler for discrete conditional distributions
• Improving the Gibbs sampler
• Partially Collapsed Gibbs Samplers
• Fully conditional specification in multivariate imputation
• scientific article; zbMATH DE number 2119841 (Why is no real title available?)
• scientific article; zbMATH DE number 1670901 (Why is no real title available?)
• Simulating dependent discrete data

Describes a project that uses

Uses Software

• MICE

This page was built for publication: Simulating conditionally specified models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1661341)