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Adaptive Rejection Metropolis Sampling Within Gibbs Sampling

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  1. Jelena Nikolić & Danijela Aleksić & Zoran Perić & Milan Dinčić, 2021. "Iterative Algorithm for Parameterization of Two-Region Piecewise Uniform Quantizer for the Laplacian Source," Mathematics, MDPI, vol. 9(23), pages 1-14, November.
  2. Manabu Asai & Michael McAleer & Jun Yu, 2006. "Multivariate Stochastic Volatility," Microeconomics Working Papers 22058, East Asian Bureau of Economic Research.
  3. Acharya, Bikram & Lee, Jongsu & Moon, HyungBin, 2022. "Preference heterogeneity of local government for implementing ICT infrastructure and services through public-private partnership mechanism," Socio-Economic Planning Sciences, Elsevier, vol. 79(C).
  4. Gabriele Fiorentini & Enrique Sentana & Neil Shephard, 2004. "Likelihood-Based Estimation of Latent Generalized ARCH Structures," Econometrica, Econometric Society, vol. 72(5), pages 1481-1517, September.
  5. Emmanuel Papadakis & Efthymios Tsionas, 2012. "Bayesian analysis of extreme value regression," Applied Economics Letters, Taylor & Francis Journals, vol. 19(17), pages 1707-1710.
  6. Jan Kubacki & Alina Jędrzejczak, 2016. "Small Area Estimation Of Income Under Spatial Sar Model," Statistics in Transition New Series, Polish Statistical Association, vol. 17(3), pages 365-390, September.
  7. Shao, Wei & Guo, Guangbao & Meng, Fanyu & Jia, Shuqin, 2013. "An efficient proposal distribution for Metropolis–Hastings using a B-splines technique," Computational Statistics & Data Analysis, Elsevier, vol. 57(1), pages 465-478.
  8. C. Armero & G. García‐Donato & A. López‐Quílez, 2010. "Bayesian methods in cost–effectiveness studies: objectivity, computation and other relevant aspects," Health Economics, John Wiley & Sons, Ltd., vol. 19(6), pages 629-643, June.
  9. Yi-Ping Chang & Chih-Tun Yu, 2014. "Bayesian confidence intervals for probability of default and asset correlation of portfolio credit risk," Computational Statistics, Springer, vol. 29(1), pages 331-361, February.
  10. Ahmed Mustafa & Xiao Wei Zhang & Daniel G Aliaga & Martin Bruwier & Gen Nishida & Benjamin Dewals & Sébastian Erpicum & Pierre Archambeau & Michel Pirotton & Jacques Teller, 2020. "Procedural generation of flood-sensitive urban layouts," Environment and Planning B, , vol. 47(5), pages 889-911, June.
  11. Liu Yuan & Bottai Matteo, 2009. "Mixed-Effects Models for Conditional Quantiles with Longitudinal Data," The International Journal of Biostatistics, De Gruyter, vol. 5(1), pages 1-24, November.
  12. Victor De Oliveira, 2009. "Bayesian Analysis Of Conditional Autoriegressive Models," Working Papers 0095, College of Business, University of Texas at San Antonio.
  13. Mazucheli, Josmar & Louzada-Neto, Francisco & Achcar, Jorge A., 2001. "Bayesian inference for polyhazard models in the presence of covariates," Computational Statistics & Data Analysis, Elsevier, vol. 38(1), pages 1-14, November.
  14. Mathias Silva & Michel Lubrano, 2023. "Bayesian correction for missing rich using a Pareto II tail with unknown threshold: Combining EU-SILC and WID data," AMSE Working Papers 2320, Aix-Marseille School of Economics, France.
  15. Teague R. Henry & David Banks & Derek Owens-Oas & Christine Chai, 2019. "Modeling Community Structure and Topics in Dynamic Text Networks," Journal of Classification, Springer;The Classification Society, vol. 36(2), pages 322-349, July.
  16. Xiao Li & Michele Guindani & Chaan S. Ng & Brian P. Hobbs, 2021. "A Bayesian nonparametric model for textural pattern heterogeneity," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 70(2), pages 459-480, March.
  17. Yakup ARI & Alexandros PAPADOPOULOS, 2016. "Bayesian Estimation Of The Parameters Of The Arch Model With Normal Innovations Using Lindley’S Approximation," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, vol. 50(4), pages 217-234.
  18. Mengheng Li & Marcel Scharth, 2022. "Leverage, Asymmetry, and Heavy Tails in the High-Dimensional Factor Stochastic Volatility Model," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(1), pages 285-301, January.
  19. Jorge Alberto Achcar & Vanderly Janeiro & Josmar Mazucheli, 2003. "Regression Models for Correlated Biliary Data with Random Effects Assuming a Mixture of Normal Distributions," Computational Statistics, Springer, vol. 18(1), pages 39-55, March.
  20. Nathaniel Tomasetti & Catherine Forbes & Anastasios Panagiotelis, 2019. "Updating Variational Bayes: Fast Sequential Posterior Inference," Monash Econometrics and Business Statistics Working Papers 13/19, Monash University, Department of Econometrics and Business Statistics.
  21. Saurabh Mukhopadhyay, 2000. "Bayesian Nonparametric Inference on the Dose Level with Specified Response Rate," Biometrics, The International Biometric Society, vol. 56(1), pages 220-226, March.
  22. Charles Bos & Neil Shephard, 2006. "Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form," Econometric Reviews, Taylor & Francis Journals, vol. 25(2-3), pages 219-244.
  23. Luo, Sheng & Chen, Yong & Su, Xiao & Chu, Haitao, 2014. "mmeta: An R Package for Multivariate Meta-Analysis," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 56(i11).
  24. Maura Mezzetti, 2012. "Bayesian factor analysis for spatially correlated data: application to cancer incidence data in Scotland," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 21(1), pages 49-74, March.
  25. Kleiter, Gernot D. & Krebs, Marianne & Doherty, Michael E. & Garavan, Hugh & Chadwick, Randall & Brake, Gregory, 1997. "Do Subjects Understand Base Rates?," Organizational Behavior and Human Decision Processes, Elsevier, vol. 72(1), pages 25-61, October.
  26. McGrory, C.A. & Titterington, D.M., 2007. "Variational approximations in Bayesian model selection for finite mixture distributions," Computational Statistics & Data Analysis, Elsevier, vol. 51(11), pages 5352-5367, July.
  27. Koenker, Roger & Yoon, Jungmo, 2009. "Parametric links for binary choice models: A Fisherian-Bayesian colloquy," Journal of Econometrics, Elsevier, vol. 152(2), pages 120-130, October.
  28. Song, Xin-Yuan & Tang, Nian-Sheng & Chow, Sy-Miin, 2012. "A Bayesian approach for generalized random coefficient structural equation models for longitudinal data with adjacent time effects," Computational Statistics & Data Analysis, Elsevier, vol. 56(12), pages 4190-4203.
  29. Wang, Zhonglei, 2019. "Markov chain Monte Carlo sampling using a reservoir method," Computational Statistics & Data Analysis, Elsevier, vol. 139(C), pages 64-74.
  30. Farcomeni, Alessio & Nardi, Alessandra, 2010. "A two-component Weibull mixture to model early and late mortality in a Bayesian framework," Computational Statistics & Data Analysis, Elsevier, vol. 54(2), pages 416-428, February.
  31. Fellingham, Gilbert W. & Kottas, Athanasios & Hartman, Brian M., 2015. "Bayesian nonparametric predictive modeling of group health claims," Insurance: Mathematics and Economics, Elsevier, vol. 60(C), pages 1-10.
  32. Huaiye Zhang & Inyoung Kim, 2016. "Adaptive Rejection Metropolis Simulated Annealing for Detecting Global Maximum Regions," Methodology and Computing in Applied Probability, Springer, vol. 18(1), pages 1-19, March.
  33. Chunling Wang & Xiaoyan Lin, 2022. "Bayesian Semiparametric Regression Analysis of Multivariate Panel Count Data," Stats, MDPI, vol. 5(2), pages 1-17, May.
  34. Sangjoon Kim & Neil Shephard & Siddhartha Chib, 1998. "Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 65(3), pages 361-393.
  35. Benedikt Schamberger & Lutz F. Gruber & Claudia Czado, 2017. "Bayesian Inference for Latent Factor Copulas and Application to Financial Risk Forecasting," Econometrics, MDPI, vol. 5(2), pages 1-23, May.
  36. Neville Francis & Laura E. Jackson & Michael T. Owyang, 2018. "Countercyclical Policy and the Speed of Recovery after Recessions," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(4), pages 675-704, June.
  37. Kim, Ho-Jun & Chandrasekara, Sewwandhi & Kwon, Hyun-Han & Lima, Carlos & Kim, Tae-woong, 2023. "A novel multi-scale parameter estimation approach to the Hargreaves-Samani equation for estimation of Penman-Monteith reference evapotranspiration," Agricultural Water Management, Elsevier, vol. 275(C).
  38. Yu Yue & Paul Speckman & Dongchu Sun, 2012. "Priors for Bayesian adaptive spline smoothing," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(3), pages 577-613, June.
  39. Gabriele Fiorentini & Enrique Sentana & Neil Shephard, 2004. "Likelihood-Based Estimation of Latent Generalized ARCH Structures," Econometrica, Econometric Society, vol. 72(5), pages 1481-1517, 09.
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