메뉴 건너뛰기




Volumn 22, Issue 1, 2007, Pages 59-73

A general framework for the parametrization of hierarchical models

Author keywords

Hierarchical models; Latent stochastic processes; MCMC; Parametrization

Indexed keywords


EID: 34249101736     PISSN: 08834237     EISSN: None     Source Type: Journal    
DOI: 10.1214/088342307000000014     Document Type: Review
Times cited : (254)

References (45)
  • 1
    • 44949272138 scopus 로고
    • On rates of convergence of stochastic relaxation for Gaussian and non-Gaussian distributions
    • AMIT, Y. (1991). On rates of convergence of stochastic relaxation for Gaussian and non-Gaussian distributions. J. Multivariate Anal. 38 82-99.
    • (1991) J. Multivariate Anal , vol.38 , pp. 82-99
    • AMIT, Y.1
  • 2
    • 33646690994 scopus 로고    scopus 로고
    • Exact and computationally efficient likelihood-based estimation for discretely observed diffusion processes (with discussion)
    • BESKOS, A., PAPASPILIOPOULOS, O., ROBERTS, G. O. and FEARNHEAD, P. (2006). Exact and computationally efficient likelihood-based estimation for discretely observed diffusion processes (with discussion). J. R. Stat. Soc. Ser. B Stat. Methodol. 68 333-382.
    • (2006) J. R. Stat. Soc. Ser. B Stat. Methodol , vol.68 , pp. 333-382
    • BESKOS, A.1    PAPASPILIOPOULOS, O.2    ROBERTS, G.O.3    FEARNHEAD, P.4
  • 3
    • 0000193853 scopus 로고
    • On Gibbs sampling for state space models
    • CARTER, C. K. and KOHN, R. (1994). On Gibbs sampling for state space models. Biometrika 81 541-553.
    • (1994) Biometrika , vol.81 , pp. 541-553
    • CARTER, C.K.1    KOHN, R.2
  • 4
    • 0035024676 scopus 로고    scopus 로고
    • Statistical inference in a two-compartment model for hematopoiesis
    • CATLIN, S. N., ABKOWITZ, J. L. and GUTTORP, P. (2001). Statistical inference in a two-compartment model for hematopoiesis. Biometrics 57 546-553.
    • (2001) Biometrics , vol.57 , pp. 546-553
    • CATLIN, S.N.1    ABKOWITZ, J.L.2    GUTTORP, P.3
  • 5
    • 49449087757 scopus 로고    scopus 로고
    • CHIB, S., PITT, M. and SHEPHARD, N. (2004). Likelihood based inference for diffusion driven models. Working paper. Available at www.nuff.ox.ac.uk/economics/papers/2004/w20/chibpittshephard.pdf.
    • CHIB, S., PITT, M. and SHEPHARD, N. (2004). Likelihood based inference for diffusion driven models. Working paper. Available at www.nuff.ox.ac.uk/economics/papers/2004/w20/chibpittshephard.pdf.
  • 6
    • 33645558077 scopus 로고    scopus 로고
    • Robust Markov chain Monte Carlo methods for spatial generalized linear mixed models
    • CHRISTENSEN, O. F., ROBERTS, G. O. and SKÖLD, M. (2006). Robust Markov chain Monte Carlo methods for spatial generalized linear mixed models J. Comput. Graph. Statist. 15 1-17.
    • (2006) J. Comput. Graph. Statist , vol.15 , pp. 1-17
    • CHRISTENSEN, O.F.1    ROBERTS, G.O.2    SKÖLD, M.3
  • 7
    • 0035989805 scopus 로고    scopus 로고
    • Bayesian prediction of spatial count data using generalized linear mixed models
    • CHRISTENSEN, O. F. and WAAGEPETERSEN, R. (2002). Bayesian prediction of spatial count data using generalized linear mixed models. Biometrics 58 280-286.
    • (2002) Biometrics , vol.58 , pp. 280-286
    • CHRISTENSEN, O.F.1    WAAGEPETERSEN, R.2
  • 8
    • 0001244941 scopus 로고
    • Estimation of finite mixture distributions through Bayesian sampling
    • DIEBOLT, J. and ROBERT, C. P. (1994). Estimation of finite mixture distributions through Bayesian sampling. J. Roy. Statist. Soc. Ser. B 56 363-375.
    • (1994) J. Roy. Statist. Soc. Ser. B , vol.56 , pp. 363-375
    • DIEBOLT, J.1    ROBERT, C.P.2
  • 9
    • 0040843494 scopus 로고    scopus 로고
    • Model-based geostatistics (with discussion)
    • DIGGLE, P. J., TAWN, J. A. and MOYEED, R. A. (1998). Model-based geostatistics (with discussion). Appl. Statist. 47 299-350.
    • (1998) Appl. Statist , vol.47 , pp. 299-350
    • DIGGLE, P.J.1    TAWN, J.A.2    MOYEED, R.A.3
  • 10
    • 21344479762 scopus 로고
    • Estimating normal means with a Dirichlet process prior
    • ESCOBAR, M. D. (1994). Estimating normal means with a Dirichlet process prior. J. Amer. Statist. Assoc. 89 268-277.
    • (1994) J. Amer. Statist. Assoc , vol.89 , pp. 268-277
    • ESCOBAR, M.D.1
  • 11
    • 0000780135 scopus 로고
    • Prior distributions on spaces of probability measures
    • FERGUSON, T. S. (1974). Prior distributions on spaces of probability measures. Ann. Statist. 2 615-629.
    • (1974) Ann. Statist , vol.2 , pp. 615-629
    • FERGUSON, T.S.1
  • 13
    • 0001574731 scopus 로고
    • Efficient parameterisations for normal linear mixed models
    • GELFAND, A. E., SAHU, S. K. and CARLIN, B. P. (1995). Efficient parameterisations for normal linear mixed models. Biometrika 82 479-488.
    • (1995) Biometrika , vol.82 , pp. 479-488
    • GELFAND, A.E.1    SAHU, S.K.2    CARLIN, B.P.3
  • 14
    • 0001516939 scopus 로고    scopus 로고
    • Efficient parametrizations for generalized linear mixed models
    • J. M. Bernardo, J. O. Berger, A. P. Dawid and A. F. M. Smith, eds, Oxford Univ. Press, New York
    • GELFAND, A. E., SAHU, S. K. and CARLIN, B. P. (1996). Efficient parametrizations for generalized linear mixed models. In Bayesian Statistics 5 (J. M. Bernardo, J. O. Berger, A. P. Dawid and A. F. M. Smith, eds.) 165-180. Oxford Univ. Press, New York.
    • (1996) Bayesian Statistics 5 , pp. 165-180
    • GELFAND, A.E.1    SAHU, S.K.2    CARLIN, B.P.3
  • 15
    • 67649497847 scopus 로고    scopus 로고
    • Stochastic volatility
    • G. S. Maddala and C. R. Rao, eds, North-Holland, Amsterdam
    • GHYSELS, E., HARVEY, A. C. and RENAULT, E. (1996). Stochastic volatility. In Statistical Methods in Finance (G. S. Maddala and C. R. Rao, eds.) 119-191. North-Holland, Amsterdam.
    • (1996) Statistical Methods in Finance , pp. 119-191
    • GHYSELS, E.1    HARVEY, A.C.2    RENAULT, E.3
  • 16
    • 49449102776 scopus 로고    scopus 로고
    • GRIFFIN, J. E. and STEEL, M. F. J. (2003). Flexible mixture modelling of stochastic frontiers. Technical Report 418, Dept. Statistics, Univ. Warwick.
    • GRIFFIN, J. E. and STEEL, M. F. J. (2003). Flexible mixture modelling of stochastic frontiers. Technical Report 418, Dept. Statistics, Univ. Warwick.
  • 17
    • 4344625958 scopus 로고    scopus 로고
    • Semiparametric Bayesian inference for stochastic frontier models
    • GRIFFIN, J. E. and STEEL, M. F. J. (2004). Semiparametric Bayesian inference for stochastic frontier models. J. Econometrics 123 121-152.
    • (2004) J. Econometrics , vol.123 , pp. 121-152
    • GRIFFIN, J.E.1    STEEL, M.F.J.2
  • 18
    • 0001677650 scopus 로고    scopus 로고
    • Markov chain Monte Carlo in approximate Dirichlet and beta twoparameter process hierarchical models
    • ISHWARAN, H. and ZAREPOUR, M. (2000). Markov chain Monte Carlo in approximate Dirichlet and beta twoparameter process hierarchical models. Biometrika 87 371-390.
    • (2000) Biometrika , vol.87 , pp. 371-390
    • ISHWARAN, H.1    ZAREPOUR, M.2
  • 19
    • 0000154395 scopus 로고    scopus 로고
    • Honest exploration of intractable probability distributions via Markov chain Monte Carlo
    • JONES, G. L. and HOBERT, J. P. (2001). Honest exploration of intractable probability distributions via Markov chain Monte Carlo. Statist. Sci. 16 312-334.
    • (2001) Statist. Sci , vol.16 , pp. 312-334
    • JONES, G.L.1    HOBERT, J.P.2
  • 20
    • 84950459387 scopus 로고
    • Non-Gaussian state-space modeling of nonstationary time series (with discussion)
    • KITAGAWA, G. (1987). Non-Gaussian state-space modeling of nonstationary time series (with discussion). J. Amer. Statist. Assoc. 82 1032-1063.
    • (1987) J. Amer. Statist. Assoc , vol.82 , pp. 1032-1063
    • KITAGAWA, G.1
  • 21
    • 0036900109 scopus 로고    scopus 로고
    • On block updating in Markov random field models for disease mapping
    • KNORR-HELD, L. and RUE, H. (2002). On block updating in Markov random field models for disease mapping. Scand. J. Statist. 29 597-614.
    • (2002) Scand. J. Statist , vol.29 , pp. 597-614
    • KNORR-HELD, L.1    RUE, H.2
  • 22
    • 84988091828 scopus 로고
    • A Bayesian method for classification and discrimination
    • LAVINE, M. andWEST, M. (1992). A Bayesian method for classification and discrimination. Canad. J. Statist. 20 451-461.
    • (1992) Canad. J. Statist , vol.20 , pp. 451-461
    • LAVINE, M.1    andWEST, M.2
  • 23
    • 0347963969 scopus 로고
    • Fraction of missing information and convergence rate of data augmentation
    • Interface Foundation of North America, Fairfax Station, VA
    • LIU, J. S. (1994). Fraction of missing information and convergence rate of data augmentation. In Computing Science and Statistics: Proc. 26th Symposiom on the Interface 490-496. Interface Foundation of North America, Fairfax Station, VA.
    • (1994) Computing Science and Statistics: Proc. 26th Symposiom on the Interface , pp. 490-496
    • LIU, J.S.1
  • 24
    • 0000854270 scopus 로고
    • Covariance structure and convergence rate of the Gibbs sampler with various scans
    • LIU, J. S., WONG, W. H. and KONG, A. (1995). Covariance structure and convergence rate of the Gibbs sampler with various scans. J. Roy. Statist. Soc. Ser. B 57 157-169.
    • (1995) J. Roy. Statist. Soc. Ser. B , vol.57 , pp. 157-169
    • LIU, J.S.1    WONG, W.H.2    KONG, A.3
  • 26
    • 0002881872 scopus 로고    scopus 로고
    • Bayesian curve fitting using multivariate normal mixtures
    • MÜLLER, P., ERKANLI, A. and WEST, M. (1996). Bayesian curve fitting using multivariate normal mixtures. Biometrika 83 67-79.
    • (1996) Biometrika , vol.83 , pp. 67-79
    • MÜLLER, P.1    ERKANLI, A.2    WEST, M.3
  • 27
    • 26644434878 scopus 로고    scopus 로고
    • A case study in noncentering for data augmentention: Stochastic epidemics
    • NEAL, P. and ROBERTS, G. O. (2005). A case study in noncentering for data augmentention: Stochastic epidemics. Stat. Comput. 15 315-327.
    • (2005) Stat. Comput , vol.15 , pp. 315-327
    • NEAL, P.1    ROBERTS, G.O.2
  • 28
    • 0141922652 scopus 로고    scopus 로고
    • Likelihood analysis of a first-order autoregressive model with exponential innovations
    • NIELSEN, B. and SHEPHARD, N. (2003). Likelihood analysis of a first-order autoregressive model with exponential innovations. J. Time Ser. Anal. 24 337-344.
    • (2003) J. Time Ser. Anal , vol.24 , pp. 337-344
    • NIELSEN, B.1    SHEPHARD, N.2
  • 29
    • 0033473456 scopus 로고    scopus 로고
    • Bayesian inference for partially observed stochastic epidemics
    • O'NEILL, P. D. and ROBERTS, G. O. (1999). Bayesian inference for partially observed stochastic epidemics. J. Roy. Statist. Soc. Ser. A 162 121-129.
    • (1999) J. Roy. Statist. Soc. Ser. A , vol.162 , pp. 121-129
    • O'NEILL, P.D.1    ROBERTS, G.O.2
  • 31
    • 49449096557 scopus 로고    scopus 로고
    • Monte Carlo methods for Dirichlet process hierarchical models. Available at
    • PAPASPILIOPOULOS, O. and ROBERTS, G. (2004). Retrospective Markov chain Monte Carlo methods for Dirichlet process hierarchical models. Available at www.warwick.ac.uk/staff/O.Papaspiliopoulos/ research.html.
    • (2004) Retrospective Markov chain
    • PAPASPILIOPOULOS, O.1    ROBERTS, G.2
  • 32
    • 49449110039 scopus 로고    scopus 로고
    • Stability of the Gibbs sampler for Bayesian hierarchical models
    • Submitted
    • PAPASPILIOPOULOS, O. and ROBERTS, G. (2005). Stability of the Gibbs sampler for Bayesian hierarchical models. Submitted.
    • (2005)
    • PAPASPILIOPOULOS, O.1    ROBERTS, G.2
  • 33
    • 2442627902 scopus 로고    scopus 로고
    • Non-centered parameterizations for hierarchical models and data augmentation (with discussion)
    • J. M. Bernardo, M. J. Bayarri, J. O. Berger, A. P. Dawid, D. Heckerman, A. F. M. Smith and M. West, eds, Oxford Univ. Press, New York
    • PAPASPILIOPOULOS, O., ROBERTS, G. O., and SKÖLD, M. (2003). Non-centered parameterizations for hierarchical models and data augmentation (with discussion). In Bayesian Statistics 7 (J. M. Bernardo, M. J. Bayarri, J. O. Berger, A. P. Dawid, D. Heckerman, A. F. M. Smith and M. West, eds.) 307-326. Oxford Univ. Press, New York.
    • (2003) Bayesian Statistics 7 , pp. 307-326
    • PAPASPILIOPOULOS, O.1    ROBERTS, G.O.2    SKÖLD, M.3
  • 34
    • 3242806705 scopus 로고    scopus 로고
    • Was it a car or a cat I saw? An analysis of response times for word recognition
    • Case Studies in Bayesian Statistics VI, Springer, New York
    • PERUGGIA, M., VAN ZANDT, T. and CHEN, M. (2002). Was it a car or a cat I saw? An analysis of response times for word recognition. Case Studies in Bayesian Statistics VI. Lecture Notes in Statist. 167 319-334. Springer, New York.
    • (2002) Lecture Notes in Statist , vol.167 , pp. 319-334
    • PERUGGIA, M.1    VAN ZANDT, T.2    CHEN, M.3
  • 35
    • 0013001342 scopus 로고    scopus 로고
    • Can Markov chain Monte Carlo be usefully applied to stochastic processes with hidden birth times?
    • RENSHAW, E. and GIBSON, G. J. (1998). Can Markov chain Monte Carlo be usefully applied to stochastic processes with hidden birth times? Inverse Problems 14 1581-1606.
    • (1998) Inverse Problems , vol.14 , pp. 1581-1606
    • RENSHAW, E.1    GIBSON, G.J.2
  • 37
    • 0000051645 scopus 로고    scopus 로고
    • Updating schemes, correlation structure, blocking and parameterization for the Gibbs sampler
    • ROBERTS, G. O. and SAHU, S. K. (1997). Updating schemes, correlation structure, blocking and parameterization for the Gibbs sampler. J. Roy. Statist. Soc. Ser. B 59 291-317.
    • (1997) J. Roy. Statist. Soc. Ser. B , vol.59 , pp. 291-317
    • ROBERTS, G.O.1    SAHU, S.K.2
  • 38
    • 10244252366 scopus 로고    scopus 로고
    • On inference for partially observed nonlinear diffusion models using the Metropolis-Hastings algorithm
    • ROBERTS, G. O. and STRAMER, O. (2001). On inference for partially observed nonlinear diffusion models using the Metropolis-Hastings algorithm. Biometrika 88 603-621.
    • (2001) Biometrika , vol.88 , pp. 603-621
    • ROBERTS, G.O.1    STRAMER, O.2
  • 40
    • 0035649131 scopus 로고    scopus 로고
    • Fast sampling of Gaussian Markov random fields
    • RUE, H. (2001). Fast sampling of Gaussian Markov random fields. J. R. Stat. Soc. Ser. B Stat. Methodol. 63 325-338.
    • (2001) J. R. Stat. Soc. Ser. B Stat. Methodol , vol.63 , pp. 325-338
    • RUE, H.1
  • 41
    • 0036522614 scopus 로고    scopus 로고
    • Fitting Gaussian Markov random fields to Gaussian fields
    • RUE, H. and TJELMELAND, H. (2002). Fitting Gaussian Markov random fields to Gaussian fields. Scand. J. Statist. 29 31-49.
    • (2002) Scand. J. Statist , vol.29 , pp. 31-49
    • RUE, H.1    TJELMELAND, H.2
  • 42
    • 0000720609 scopus 로고
    • A constructive definition of Dirichlet priors
    • SETHURAMAN, J. (1994). A constructive definition of Dirichlet priors. Statist. Sinica 4 639-650.
    • (1994) Statist. Sinica , vol.4 , pp. 639-650
    • SETHURAMAN, J.1
  • 43
    • 0038853197 scopus 로고
    • Partial non-Gaussian state space
    • SHEPHARD, N. (1994). Partial non-Gaussian state space. Biometrika 81 115-131.
    • (1994) Biometrika , vol.81 , pp. 115-131
    • SHEPHARD, N.1
  • 44
    • 0001541832 scopus 로고    scopus 로고
    • Bayesian nonparametric inference for random distributions and related functions (with discussion)
    • WALKER, S. G., DAMIEN, P., LAUD, P. W. and SMITH, A. F. M. (1999). Bayesian nonparametric inference for random distributions and related functions (with discussion). J. R. Stat. Soc. Ser. B Stat. Methodol. 61 485-527.
    • (1999) J. R. Stat. Soc. Ser. B Stat. Methodol , vol.61 , pp. 485-527
    • WALKER, S.G.1    DAMIEN, P.2    LAUD, P.W.3    SMITH, A.F.M.4
  • 45
    • 0000398784 scopus 로고
    • The limiting distribution of the serial correlation coefficient in the explosive case
    • WHITE, J. S. (1958). The limiting distribution of the serial correlation coefficient in the explosive case. Ann. Math. Statist. 29 1188-1197.
    • (1958) Ann. Math. Statist , vol.29 , pp. 1188-1197
    • WHITE, J.S.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.