Simulating conditionally specified models
Author
Abstract
Suggested Citation
DOI: 10.1016/j.jmva.2018.04.012
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Gelman A., 2004. "Parameterization and Bayesian Modeling," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 537-545, January.
- A. Gelman & T. P. Speed, 1999. "Corrigendum: Characterizing a joint probability distribution by conditionals," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 61(2), pages 483-483, April.
- van Dyk, David A. & Park, Taeyoung, 2008. "Partially Collapsed Gibbs Samplers: Theory and Methods," Journal of the American Statistical Association, American Statistical Association, vol. 103, pages 790-796, June.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Olawale Awe O. & Adedayo Adepoju A., 2018. "Modified Recursive Bayesian Algorithm For Estimating Time-Varying Parameters In Dynamic Linear Models," Statistics in Transition New Series, Polish Statistical Association, vol. 19(2), pages 258-293, June.
- Leonardo Oliveira Martins & Hirohisa Kishino, 2010. "Distribution of distances between topologies and its effect on detection of phylogenetic recombination," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 62(1), pages 145-159, February.
- Conti, Gabriella & Frühwirth-Schnatter, Sylvia & Heckman, James J. & Piatek, Rémi, 2014.
"Bayesian exploratory factor analysis,"
Journal of Econometrics, Elsevier, vol. 183(1), pages 31-57.
- Gabriella Conti & Sylvia Fruehwirth-Schnatter & James J. Heckman & Remi Piatek, 2014. "Bayesian Exploratory Factor Analysis," Working Papers 2014-014, Human Capital and Economic Opportunity Working Group.
- Gabriella Conti & Sylvia Frühwirth-Schnatter & James J. Heckman & Rémi Piatek, 2014. "Bayesian Exploratory Factor Analysis," NRN working papers 2014-08, The Austrian Center for Labor Economics and the Analysis of the Welfare State, Johannes Kepler University Linz, Austria.
- Gabriella Conti & Sylvia Frühwirth-Schnatter & James Heckman & Rémi Piatek, 2014. "Bayesian exploratory factor analysis," CeMMAP working papers CWP30/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Gabriella Conti & Sylvia Frühwirth-Schnatter & James Heckman & Rémi Piatek, 2014. "Bayesian exploratory factor analysis," CeMMAP working papers 30/14, Institute for Fiscal Studies.
- Conti, Gabriella & Frühwirth-Schnatter, Sylvia & Heckman, James J. & Piatek, Rémi, 2014. "Bayesian Exploratory Factor Analysis," IZA Discussion Papers 8338, Institute of Labor Economics (IZA).
- Qian, Song S., 2012. "On model coefficient estimation using Markov chain Monte Carlo simulations: A potential problem and the solution," Ecological Modelling, Elsevier, vol. 247(C), pages 302-306.
- Monica Billio & Roberto Casarin & Matteo Iacopini, 2024.
"Bayesian Markov-Switching Tensor Regression for Time-Varying Networks,"
Journal of the American Statistical Association, Taylor & Francis Journals, vol. 119(545), pages 109-121, January.
- Monica Billio & Roberto Casarin & Matteo Iacopini, 2018. "Bayesian Markov Switching Tensor Regression for Time-varying Networks," Working Papers 2018:14, Department of Economics, University of Venice "Ca' Foscari".
- Peter Knaus & Sylvia Fruhwirth-Schnatter, 2023. "The Dynamic Triple Gamma Prior as a Shrinkage Process Prior for Time-Varying Parameter Models," Papers 2312.10487, arXiv.org.
- Mingyuan Chen & Dakshina De Silva & Aurelie Slechten, 2021. "Director appointments, boardroom networks, and firm environmental performance," Working Papers 332157256, Lancaster University Management School, Economics Department.
- Chan, Joshua C.C. & Eisenstat, Eric & Koop, Gary, 2016.
"Large Bayesian VARMAs,"
Journal of Econometrics, Elsevier, vol. 192(2), pages 374-390.
- Joshua C C Chan & Eric Eisenstat & Gary Koop, 2014. "Large Bayesian VARMAs," Working Papers 1409, University of Strathclyde Business School, Department of Economics.
- Joshua Chan & Eric Eisenstat & Gary Koop, 2015. "Large Bayesian VARMAs," Working Paper series 15-36, Rimini Centre for Economic Analysis.
- Joshua C.C. Chan & Eric Eisenstat & Gary Koop, 2014. "Large Bayesian VARMAs," Working Paper series 40_14, Rimini Centre for Economic Analysis.
- Chan, Joshua C.C. & Eisenstat, Eric & Koop, Gary, 2014. "Large Bayesian VARMAs," SIRE Discussion Papers 2015-06, Scottish Institute for Research in Economics (SIRE).
- O. Olawale Awe & A. Adedayo Adepoju, 2018. "Modified Recursive Bayesian Algorithm For Estimating Time-Varying Parameters In Dynamic Linear Models," Statistics in Transition New Series, Polish Statistical Association, vol. 19(2), pages 239-258, June.
- Yao, Yi-Ching & Chen, Shih-chieh & Wang, Shao-Hsuan, 2014. "On compatibility of discrete full conditional distributions: A graphical representation approach," Journal of Multivariate Analysis, Elsevier, vol. 124(C), pages 1-9.
- Wai-Yin Poon & Hai-Bin Wang, 2014. "Multivariate partially linear single-index models: Bayesian analysis," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 26(4), pages 755-768, December.
- Zhang, Yifan & Fong, Duncan K.H. & DeSarbo, Wayne S., 2021. "A generalized ordinal finite mixture regression model for market segmentation," International Journal of Research in Marketing, Elsevier, vol. 38(4), pages 1055-1072.
- Wang, Yuchung J. & Kuo, Kun-Lin, 2010. "Compatibility of discrete conditional distributions with structural zeros," Journal of Multivariate Analysis, Elsevier, vol. 101(1), pages 191-199, January.
- Yang, Mingan & Dunson, David B. & Baird, Donna, 2010. "Semiparametric Bayes hierarchical models with mean and variance constraints," Computational Statistics & Data Analysis, Elsevier, vol. 54(9), pages 2172-2186, September.
- Axel Finke & Adam Johansen & Dario Spanò, 2014. "Static-parameter estimation in piecewise deterministic processes using particle Gibbs samplers," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 66(3), pages 577-609, June.
- Ip, Edward H. & Wang, Yuchung J., 2009. "Canonical representation of conditionally specified multivariate discrete distributions," Journal of Multivariate Analysis, Elsevier, vol. 100(6), pages 1282-1290, July.
- Baragatti, M. & Pommeret, D., 2012. "A study of variable selection using g-prior distribution with ridge parameter," Computational Statistics & Data Analysis, Elsevier, vol. 56(6), pages 1920-1934.
- Faisal Maqbool Zahid & Shahla Faisal & Christian Heumann, 2020. "Variable selection techniques after multiple imputation in high-dimensional data," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 29(3), pages 553-580, September.
- Bresson Georges & Chaturvedi Anoop & Rahman Mohammad Arshad & Shalabh, 2021.
"Seemingly unrelated regression with measurement error: estimation via Markov Chain Monte Carlo and mean field variational Bayes approximation,"
The International Journal of Biostatistics, De Gruyter, vol. 17(1), pages 75-97, May.
- Georges Bresson & Anoop Chaturvedi & Mohammad Arshad Rahman & Shalabh, 2020. "Seemingly Unrelated Regression with Measurement Error: Estimation via Markov chain Monte Carlo and Mean Field Variational Bayes Approximation," Papers 2006.07074, arXiv.org.
- Breitwieser, Anja & Wick, Katharina, 2016.
"What We Miss By Missing Data: Aid Effectiveness Revisited,"
World Development, Elsevier, vol. 78(C), pages 554-571.
- Anja Breitwieser & Katharina Wick, 2013. "What We Miss By Missing Data: Aid Effectiveness Revisited," Vienna Economics Papers 1302, University of Vienna, Department of Economics.
More about this item
Keywords
Dependence network; Faster convergence; Multiple imputation; Non-full conditional specification; Partially collapsed Gibbs sampler; Valid scan order;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:167:y:2018:i:c:p:171-180. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.