메뉴 건너뛰기




Volumn 13, Issue 2, 2003, Pages 101-109

Automatic choice of driving values in Monte Carlo likelihood approximation via posterior simulations

Author keywords

Bayesian computation; Data duplication; Generalized linear mixed models; Markov chain Monte Carlo; Missing data; Prior sharpening; Random effects

Indexed keywords


EID: 0347724157     PISSN: 09603174     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1023248207299     Document Type: Article
Times cited : (7)

References (29)
  • 1
    • 0011241944 scopus 로고
    • Approximate inference in generalized linear mixed models
    • Breslow N.E. and Clayton D.G. 1993. Approximate inference in generalized linear mixed models. J. Am. Statist. Assoc. 88: 9-25.
    • (1993) J. Am. Statist. Assoc. , vol.88 , pp. 9-25
    • Breslow, N.E.1    Clayton, D.G.2
  • 2
    • 0030933587 scopus 로고    scopus 로고
    • Maximum likelihood estimation for probit-linear mixed models with correlated random effects
    • Chan J.S.K. and Kuk A.Y.C. 1997. Maximum likelihood estimation for probit-linear mixed models with correlated random effects. Biometrics 53: 86-97.
    • (1997) Biometrics , vol.53 , pp. 86-97
    • Chan, J.S.K.1    Kuk, A.Y.C.2
  • 3
    • 21844487061 scopus 로고
    • Monte Carlo EM estimation for time series models involving counts
    • Chan K.S. and Ledholter J. 1995. Monte Carlo EM estimation for time series models involving counts. J. Am. Statist. Assoc. 90:242-252.
    • (1995) J. Am. Statist. Assoc. , vol.90 , pp. 242-252
    • Chan, K.S.1    Ledholter, J.2
  • 4
    • 0033481108 scopus 로고    scopus 로고
    • Gibbs sampling for Bayesian non-conjugate and hierarchical models by using auxiliary variables
    • Damien P., Wakefield J., and Walker S. 1999. Gibbs sampling for Bayesian non-conjugate and hierarchical models by using auxiliary variables. J. R. Statist. Soc. B 61: 331-344.
    • (1999) J. R. Statist. Soc. B , vol.61 , pp. 331-344
    • Damien, P.1    Wakefield, J.2    Walker, S.3
  • 5
    • 0042042167 scopus 로고    scopus 로고
    • Sampling from the posterior distribution in generalized linear mixed models
    • Gamerman D. 1997. Sampling from the posterior distribution in generalized linear mixed models. Statistics and Computing 7: 57-68.
    • (1997) Statistics and Computing , vol.7 , pp. 57-68
    • Gamerman, D.1
  • 7
    • 0000736067 scopus 로고    scopus 로고
    • Simulating normalizing constants: From importance sampling to bridge sampling to path sampling
    • Gelman A. and Meng X.L. 1998. Simulating normalizing constants: From importance sampling to bridge sampling to path sampling. Statist. Sci. 13: 163-185.
    • (1998) Statist. Sci. , vol.13 , pp. 163-185
    • Gelman, A.1    Meng, X.L.2
  • 8
    • 84972492387 scopus 로고
    • Inference from iterative simulation using multiple sequences (with discussion)
    • Gelman A. and Rubin D.B. 1882. Inference from iterative simulation using multiple sequences (with discussion). Statist. Sci. 7: 457-511.
    • (1882) Statist. Sci. , vol.7 , pp. 457-511
    • Gelman, A.1    Rubin, D.B.2
  • 9
    • 0002042037 scopus 로고
    • Reweighting Monte Carlo mixtures
    • School of Statistics, University of Minnesota, Minneapolis
    • Geyer C.J. 1991. Reweighting Monte Carlo mixtures. Technical report 568, School of Statistics, University of Minnesota, Minneapolis.
    • (1991) Technical Report , vol.568
    • Geyer, C.J.1
  • 10
    • 0000051109 scopus 로고
    • Constrained Monte Carlo maximum likelihood for dependent data (with discussion)
    • Geyer C.J. and Thompson E.A. 1992. Constrained Monte Carlo maximum likelihood for dependent data (with discussion). J. R. Statist. Soc. B 54: 657-699.
    • (1992) J. R. Statist. Soc. B , vol.54 , pp. 657-699
    • Geyer, C.J.1    Thompson, E.A.2
  • 11
    • 0026643305 scopus 로고
    • Generalized linear models with random effects: Salamander mating revisited
    • Karim M.R. and Zeger S.L. 1992. Generalized linear models with random effects: Salamander mating revisited. Biometrics 48: 631-644.
    • (1992) Biometrics , vol.48 , pp. 631-644
    • Karim, M.R.1    Zeger, S.L.2
  • 12
    • 0031835126 scopus 로고    scopus 로고
    • Maximum likelihood estimation of population growth rates based on the coalescent
    • Kuhner M.K., Yamato J., and Felsenstein J. 1998. Maximum likelihood estimation of population growth rates based on the coalescent. Genetics 149: 429-434.
    • (1998) Genetics , vol.149 , pp. 429-434
    • Kuhner, M.K.1    Yamato, J.2    Felsenstein, J.3
  • 13
    • 0033242613 scopus 로고    scopus 로고
    • Laplace importance sampling for generalized linear mixed models
    • Kuk A.Y.C. 1999. Laplace importance sampling for generalized linear mixed models. J. Statist. Comput. Simul. 63: 143-158.
    • (1999) J. Statist. Comput. Simul. , vol.63 , pp. 143-158
    • Kuk, A.Y.C.1
  • 14
    • 0009906557 scopus 로고    scopus 로고
    • Pointwise and functional approximations in Monte Carlo maximum likelihood estimation
    • Kuk A.Y.C. and Cheng Y.W. 1999. Pointwise and functional approximations in Monte Carlo maximum likelihood estimation. Statistics and Computing 9: 91-99.
    • (1999) Statistics and Computing , vol.9 , pp. 91-99
    • Kuk, A.Y.C.1    Cheng, Y.W.2
  • 15
    • 21344497135 scopus 로고
    • Maximum likelihood variance components estimation for binary data
    • McCulloch C.E. 1994. Maximum likelihood variance components estimation for binary data. J. Am. Statist. Assoc. 89: 330-335.
    • (1994) J. Am. Statist. Assoc. , vol.89 , pp. 330-335
    • McCulloch, C.E.1
  • 16
    • 0031479575 scopus 로고    scopus 로고
    • Maximum likelihood algorithms for generalized linear mixed models
    • McCulloch C.E. 1997. Maximum likelihood algorithms for generalized linear mixed models. J. Am. Statist. Assoc. 92: 162-170.
    • (1997) J. Am. Statist. Assoc. , vol.92 , pp. 162-170
    • McCulloch, C.E.1
  • 17
    • 0002552080 scopus 로고
    • Estimation in generalized mixed models
    • McGilchrist C.A. 1994. Estimation in generalized mixed models. J. R. Statist. Soc. B 56: 61-69.
    • (1994) J. R. Statist. Soc. B , vol.56 , pp. 61-69
    • McGilchrist, C.A.1
  • 18
    • 21444451325 scopus 로고    scopus 로고
    • Simulating ratios of normalizing constants via a simple identity: A theoretical exploration
    • Meng X.L. and Wong W.H. 1996. Simulating ratios of normalizing constants via a simple identity: A theoretical exploration. Statistica Sinica 6: 831-860.
    • (1996) Statistica Sinica , vol.6 , pp. 831-860
    • Meng, X.L.1    Wong, W.H.2
  • 19
    • 0032392354 scopus 로고    scopus 로고
    • Gibbs sampling with diffuse proper priors: A valid approach to data-driven inference?
    • Natarajan R. and McCulloch C.E. 1998. Gibbs sampling with diffuse proper priors: A valid approach to data-driven inference? J. Comput. Graph. Statist. 7: 267-277.
    • (1998) J. Comput. Graph. Statist. , vol.7 , pp. 267-277
    • Natarajan, R.1    McCulloch, C.E.2
  • 21
    • 0001303166 scopus 로고
    • Laplace approximations of high dimensional integrals
    • Shun Z. and McCullagh P. 1995. Laplace approximations of high dimensional integrals. J. R. Statist. Soc. B 57: 749-760.
    • (1995) J. R. Statist. Soc. B , vol.57 , pp. 749-760
    • Shun, Z.1    McCullagh, P.2
  • 22
    • 0003174553 scopus 로고
    • Bayesian statistics without tears: A sampling-resampling perspective
    • Smith A.F.M. and Gelfand A.E. 1992. Bayesian statistics without tears: A sampling-resampling perspective. Am. Statist. 46: 84-88.
    • (1992) Am. Statist. , vol.46 , pp. 84-88
    • Smith, A.F.M.1    Gelfand, A.E.2
  • 23
    • 25144480622 scopus 로고
    • Prediction and inference for truncated spatial data
    • Stein M.L. 1992. Prediction and inference for truncated spatial data. J. Comput. Graph. Statist. 1: 91-110.
    • (1992) J. Comput. Graph. Statist. , vol.1 , pp. 91-110
    • Stein, M.L.1
  • 24
    • 0001966261 scopus 로고    scopus 로고
    • Problems with computational methods in population genetics
    • Stephens M. 1999. Problems with computational methods in population genetics. Bull. 52nd Sess. Int. Statist. Inst., Book 1: 273-276.
    • (1999) Bull. 52nd Sess. Int. Statist. Inst., Book , vol.1 , pp. 273-276
    • Stephens, M.1
  • 25
    • 0034354581 scopus 로고    scopus 로고
    • Inference in molecular population genetics (with discussion)
    • Stephens M. and Donnelly P. 2000. Inference in molecular population genetics (with discussion). J. R. Statist. Soc. B 62: 605-655.
    • (2000) J. R. Statist. Soc. B , vol.62 , pp. 605-655
    • Stephens, M.1    Donnelly, P.2
  • 26
    • 0034164171 scopus 로고    scopus 로고
    • MCMC estimation of multi-locus genome sharing and multipoint gene location scores
    • Thompson E.A. 2000. MCMC estimation of multi-locus genome sharing and multipoint gene location scores. Int. Statist. Rev. 68: 53-73.
    • (2000) Int. Statist. Rev. , vol.68 , pp. 53-73
    • Thompson, E.A.1
  • 27
    • 84950432017 scopus 로고
    • A Monte Carlo implementation of the EM algorithm and the poor man's data augmentation algorithms
    • Wei G.C.G. and Tanner M.A. 1990. A Monte Carlo implementation of the EM algorithm and the poor man's data augmentation algorithms. J. Am. Statist. Assoc. 85: 699-704.
    • (1990) J. Am. Statist. Assoc. , vol.85 , pp. 699-704
    • Wei, G.C.G.1    Tanner, M.A.2
  • 28
    • 0014772440 scopus 로고
    • Selection of the valid number of sampling units and consideration of their combination in toxicological studies involving reproduction, teratogensis or carcinogensis
    • Weil C.S. 1970. Selection of the valid number of sampling units and consideration of their combination in toxicological studies involving reproduction, teratogensis or carcinogensis. Food and Cosmetic Toxicology 8: 177-182.
    • (1970) Food and Cosmetic Toxicology , vol.8 , pp. 177-182
    • Weil, C.S.1
  • 29
    • 84910906566 scopus 로고
    • Generalized linear model with random effects: A Gibbs sampling approach
    • Zeger S.L. and Karim M.R. 1991. Generalized linear model with random effects: A Gibbs sampling approach. J. Am. Statist. Assoc. 86: 79-86.
    • (1991) J. Am. Statist. Assoc. , vol.86 , pp. 79-86
    • Zeger, S.L.1    Karim, M.R.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.