An application of adaptive independent chain metropolis-hastings algorithms in bayesian hazard rate estimation

Methodology and Computing in Applied Probability

Volumn 6, Issue 3, 2004, Pages 293-302

  Gåsemyr, Jørund ^a   Natvig, Bent ^a   Nygård, Cecilie Sjuls ^b  

^a UNIVERSITY OF OSLO   (Norway)

^b SpareBank 1 Oslo ^*  (Norway)

Author keywords

Adaptive MCMC; Independent chain; Rejection sampling; Survival analysis

Indexed keywords

EID: 25844455993     PISSN: 13875841     EISSN: None     Source Type: Journal    
DOI: 10.1023/B:MCAP.0000026561.22669.5e     Document Type: Review

References (3)

1. E. Arjas and D. Gasbarra, "Bayesian inference of survival probabilities under stochastic ordering constraints," J. Amer. Statist. Assoc. vol. 91 pp. 1101-1109, 1996.
2. J. Gåsemyr, "On an adaptive version of the Metropolis-Hastings algorithm with independent proposal distribution," Scand. J. Statist. vol. 30 pp. 159-173, 2003.
3. J. Gåsemyr, B. Natvig, and E. Sørensen, "A comparison of two sequential Metropolis-Hastings algorithms with standard simulation techniques in Bayesian inference in reliability models involving a generalized gamma distribution," Methodol. Comput. Appl. Probab. vol. 3 pp. 51-73, 2001.