A new strategy for speeding Markov chain Monte Carlo algorithms
Author
Abstract
Suggested Citation
DOI: 10.1007/BF02511583
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
- P. Damlen & J. Wakefield & S. Walker, 1999. "Gibbs sampling for Bayesian non‐conjugate and hierarchical models by using auxiliary variables," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 61(2), pages 331-344, April.
- J. S. Hodges, 1998. "Some algebra and geometry for hierarchical models, applied to diagnostics," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 60(3), pages 497-536.
- Antonietta Mira & Luke Tierney, 2002. "Efficiency and Convergence Properties of Slice Samplers," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 29(1), pages 1-12, March.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Pasanisi, Alberto & Fu, Shuai & Bousquet, Nicolas, 2012. "Estimating discrete Markov models from various incomplete data schemes," Computational Statistics & Data Analysis, Elsevier, vol. 56(9), pages 2609-2625.
- Rigat, F. & Mira, A., 2012. "Parallel hierarchical sampling: A general-purpose interacting Markov chains Monte Carlo algorithm," Computational Statistics & Data Analysis, Elsevier, vol. 56(6), pages 1450-1467.
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.- Li, Yanxin & Walker, Stephen G., 2023. "A latent slice sampling algorithm," Computational Statistics & Data Analysis, Elsevier, vol. 179(C).
- Ghosal, Rahul & Ghosh, Sujit K., 2022. "Bayesian inference for generalized linear model with linear inequality constraints," Computational Statistics & Data Analysis, Elsevier, vol. 166(C).
- Planas Christophe & Rossi Alessandro, 2024. "The slice sampler and centrally symmetric distributions," Monte Carlo Methods and Applications, De Gruyter, vol. 30(3), pages 299-313.
- Chib, Siddhartha, 2004. "Markov Chain Monte Carlo Technology," Papers 2004,22, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE).
- Minjung Kyung & Jeff Gill & George Casella, 2011. "Sampling schemes for generalized linear Dirichlet process random effects models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 20(3), pages 259-290, August.
- Stephen G. Walker, 2006. "Sampling the Dirichlet Mixture Model with Slices," ICER Working Papers - Applied Mathematics Series 16-2006, ICER - International Centre for Economic Research.
- Gael M. Martin & David T. Frazier & Christian P. Robert, 2020. "Computing Bayes: Bayesian Computation from 1763 to the 21st Century," Monash Econometrics and Business Statistics Working Papers 14/20, Monash University, Department of Econometrics and Business Statistics.
- Chengcheng Hao & Dietrich Rosen & Tatjana Rosen, 2014. "Local Influence Analysis in AB–BA Crossover Designs," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 41(4), pages 1153-1166, December.
- Buzbas Erkan Ozge & Joyce Paul & Abdo Zaid, 2009. "Estimation of Selection Intensity under Overdominance by Bayesian Methods," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 8(1), pages 1-24, June.
- Marcin Kacperczyk & Paul Damien & Stephen G. Walker, 2013. "A new class of Bayesian semi-parametric models with applications to option pricing," Quantitative Finance, Taylor & Francis Journals, vol. 13(6), pages 967-980, May.
- Shi, Lei & Chen, Gemai, 2012. "Deletion, replacement and mean-shift for diagnostics in linear mixed models," Computational Statistics & Data Analysis, Elsevier, vol. 56(1), pages 202-208, January.
- Andrew Gelman & Iain Pardoe, 2004. "Bayesian measures of explained variance and pooling in multilevel (hierarchical) models," EERI Research Paper Series EERI_RP_2004_04, Economics and Econometrics Research Institute (EERI), Brussels.
- Saeede Ajorlou & Issac Shams & Kai Yang, 2015. "An analytics approach to designing patient centered medical homes," Health Care Management Science, Springer, vol. 18(1), pages 3-18, March.
- Zhongxian Men & Adam W. Kolkiewicz & Tony S. Wirjanto, 2019. "Threshold Stochastic Conditional Duration Model for Financial Transaction Data," JRFM, MDPI, vol. 12(2), pages 1-21, May.
- Matos, Larissa A. & Bandyopadhyay, Dipankar & Castro, Luis M. & Lachos, Victor H., 2015. "Influence assessment in censored mixed-effects models using the multivariate Student’s-t distribution," Journal of Multivariate Analysis, Elsevier, vol. 141(C), pages 104-117.
- Ho, Chi-san & Damien, Paul & Walker, Stephen, 2017. "Bayesian mode regression using mixtures of triangular densities," Journal of Econometrics, Elsevier, vol. 197(2), pages 273-283.
- Seongil Jo & Taeyoung Roh & Taeryon Choi, 2016. "Bayesian spectral analysis models for quantile regression with Dirichlet process mixtures," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 28(1), pages 177-206, March.
- Shi, Lei & Lu, Jun & Zhao, Jianhua & Chen, Gemai, 2016. "Case deletion diagnostics for GMM estimation," Computational Statistics & Data Analysis, Elsevier, vol. 95(C), pages 176-191.
- C. Fernandez & M. F. J. Steel, 1999. "Some comments on model development and posterior existence," Econometric Reviews, Taylor & Francis Journals, vol. 18(1), pages 89-96.
- Liying Luo & James S. Hodges, 2016. "Block Constraints in Age–Period–Cohort Models with Unequal-width Intervals," Sociological Methods & Research, , vol. 45(4), pages 700-726, November.
More about this item
Keywords
Asymptotic variance; Efficiency; Gibbs sampler; Metropolis Hastings algorithms; Rao-Blackwellization;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:spr:stmapp:v:12:y:2003:i:1:d:10.1007_bf02511583. 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: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.