-
1
-
-
84890140417
-
Bayesian multimodel inference by RJMCMC: a Gibbs sampling approach
-
Barker, R.J., Link, W.A., Bayesian multimodel inference by RJMCMC: a Gibbs sampling approach. Am. Stat. 67:3 (2013), 150–156.
-
(2013)
Am. Stat.
, vol.67
, Issue.3
, pp. 150-156
-
-
Barker, R.J.1
Link, W.A.2
-
2
-
-
0002275621
-
MCMC for nonlinear hierarchical models
-
W.R. Gilks S. Richardson D.J. Spiegelhalter Chapman and Hall London
-
Bennett, J.E., Racine-Poon, A., Wakefield, J.C., MCMC for nonlinear hierarchical models. Gilks, W.R., Richardson, S., Spiegelhalter, D.J., (eds.) Markov Chain Monte Carlo in Practice, 1995, Chapman and Hall, London, 339–357.
-
(1995)
Markov Chain Monte Carlo in Practice
, pp. 339-357
-
-
Bennett, J.E.1
Racine-Poon, A.2
Wakefield, J.C.3
-
3
-
-
0004311217
-
Time Series Analysis: Forecasting and Control
-
Prentice Hall New York
-
Box, G.E.P., Jenkins, G.M., Reinsel, G.C., Time Series Analysis: Forecasting and Control. 1994, Prentice Hall, New York.
-
(1994)
-
-
Box, G.E.P.1
Jenkins, G.M.2
Reinsel, G.C.3
-
4
-
-
0042759311
-
An iterative Monte Carlo method for nonconjugate Bayesian analysis
-
Carlin, B.P., Gelfand, A.E., An iterative Monte Carlo method for nonconjugate Bayesian analysis. Stat. Comput. 1 (1991), 119–128.
-
(1991)
Stat. Comput.
, vol.1
, pp. 119-128
-
-
Carlin, B.P.1
Gelfand, A.E.2
-
5
-
-
0011716069
-
Markov chain Monte Carlo Methods for generalized stochastic volatility models
-
Chib, S., Nardari, F., Shephard, N., Markov chain Monte Carlo Methods for generalized stochastic volatility models. J. Econ. 108 (1998), 281–316.
-
(1998)
J. Econ.
, vol.108
, pp. 281-316
-
-
Chib, S.1
Nardari, F.2
Shephard, N.3
-
6
-
-
0030539336
-
Markov chain Monte Carlo convergence diagnostics: a comparative review
-
Cowles, M.K., Carlin, B.P., Markov chain Monte Carlo convergence diagnostics: a comparative review. J. Am. Stat. Assoc. 91 (1996), 883–904.
-
(1996)
J. Am. Stat. Assoc.
, vol.91
, pp. 883-904
-
-
Cowles, M.K.1
Carlin, B.P.2
-
7
-
-
0042376950
-
A simulation-based approach to convergence rates for Markov chain Monte Carlo algorithms
-
Cowles, M.K., Rosenthal, J.S., A simulation-based approach to convergence rates for Markov chain Monte Carlo algorithms. Stat. Comput. 8 (1998), 115–124.
-
(1998)
Stat. Comput.
, vol.8
, pp. 115-124
-
-
Cowles, M.K.1
Rosenthal, J.S.2
-
8
-
-
84936452506
-
Acceptance-rejection techniques for sampling from the gamma and beta distributions
-
Technical Report 83, Research. Office of Naval
-
Dieter, U., Ahrens, J., Acceptance-rejection techniques for sampling from the gamma and beta distributions. 1974 Technical Report 83, Research. Office of Naval.
-
(1974)
-
-
Dieter, U.1
Ahrens, J.2
-
9
-
-
0037573237
-
On the geometric ergodicity of hybrid samplers
-
Fort, G., Moulines, E., Roberts, G.O., Rosenthal, J.S., On the geometric ergodicity of hybrid samplers. J. Appl. Probab. 40 (2003), 123–146.
-
(2003)
J. Appl. Probab.
, vol.40
, pp. 123-146
-
-
Fort, G.1
Moulines, E.2
Roberts, G.O.3
Rosenthal, J.S.4
-
10
-
-
85171926576
-
RJMCMC: reversible jump MCMC using Post-Processing-R Package version 0.4.3
-
Gelling, N., Schofield, M.R., Barker, R.J., RJMCMC: reversible jump MCMC using Post-Processing-R Package version 0.4.3. 2018 https://cran.r-project.org/web/packages/rjmcmc/rjmcmc.pdf.
-
(2018)
-
-
Gelling, N.1
Schofield, M.R.2
Barker, R.J.3
-
11
-
-
84972492387
-
Inference from iterative simulation using multiple sequences
-
Gelman, A., Rubin, D.B., Inference from iterative simulation using multiple sequences. Stat. Sci. 7 (1992), 457–511.
-
(1992)
Stat. Sci.
, vol.7
, pp. 457-511
-
-
Gelman, A.1
Rubin, D.B.2
-
12
-
-
0031285157
-
Weak convergence and optimal scaling of random walk Metropolis algorithms
-
Gelman, A., Gilks, W.R., Roberts, G.O., Weak convergence and optimal scaling of random walk Metropolis algorithms. Ann. Appl. Probab. 7:1 (1997), 110–120.
-
(1997)
Ann. Appl. Probab.
, vol.7
, Issue.1
, pp. 110-120
-
-
Gelman, A.1
Gilks, W.R.2
Roberts, G.O.3
-
13
-
-
0004012196
-
Bayesian Data Analysis
-
third ed. CRC Press, Taylor and Francis Group Boca Raton, FL
-
Gelman, A., Carlin, J.B., Stern, H.S., Dunson, D.B., Vehtari, A., Rubin, D.B., Bayesian Data Analysis. third ed., 2014, CRC Press, Taylor and Francis Group, Boca Raton, FL.
-
(2014)
-
-
Gelman, A.1
Carlin, J.B.2
Stern, H.S.3
Dunson, D.B.4
Vehtari, A.5
Rubin, D.B.6
-
14
-
-
0021518209
-
Stochastic relaxation, Gibbs distributions, and Bayesian restoration of images
-
Geman, S., Geman, D., Stochastic relaxation, Gibbs distributions, and Bayesian restoration of images. IEEE Trans. Pattern Anal. Mach. Intell. 6 (1984), 721–741.
-
(1984)
IEEE Trans. Pattern Anal. Mach. Intell.
, vol.6
, pp. 721-741
-
-
Geman, S.1
Geman, D.2
-
15
-
-
0001032163
-
Evaluating the accuracy of sampling-based approaches to calculating posterior moments
-
J.M. Bernardo J. Berger A.P. Dawid A.F.M. Smith Oxford University Press Oxford, UK
-
Geweke, J., Evaluating the accuracy of sampling-based approaches to calculating posterior moments. Bernardo, J.M., Berger, J., Dawid, A.P., Smith, A.F.M., (eds.) Bayesian Statistics 4, 1992, Oxford University Press, Oxford, UK, 169–193.
-
(1992)
Bayesian Statistics 4
, pp. 169-193
-
-
Geweke, J.1
-
16
-
-
0001422224
-
Derivative-free adaptive rejection sampling for Gibbs sampling
-
J.M. Bernardo J. Berger A.P. Dawid A.F.M. Smith Oxford University Press Oxford, UK
-
Gilks, W.R., Derivative-free adaptive rejection sampling for Gibbs sampling. Bernardo, J.M., Berger, J., Dawid, A.P., Smith, A.F.M., (eds.) Bayesian Statistics 4, 1992, Oxford University Press, Oxford, UK.
-
(1992)
Bayesian Statistics 4
-
-
Gilks, W.R.1
-
17
-
-
0000324169
-
Adaptive rejection sampling for Gibbs samplers
-
Gilks, W.R., Wild, P., Adaptive rejection sampling for Gibbs samplers. Appl. Stat. 41:2 (1992), 337–348.
-
(1992)
Appl. Stat.
, vol.41
, Issue.2
, pp. 337-348
-
-
Gilks, W.R.1
Wild, P.2
-
18
-
-
0003860037
-
Markov Chain Monte Carlo in Practice
-
CRC Press, Taylor and Francis Group Boca Raton, FL
-
Gilks, W.R., Richardson, S., Spiegelhalter, D.J., Markov Chain Monte Carlo in Practice. 1996, CRC Press, Taylor and Francis Group, Boca Raton, FL.
-
(1996)
-
-
Gilks, W.R.1
Richardson, S.2
Spiegelhalter, D.J.3
-
19
-
-
77956889087
-
Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
-
Green, P.J., Reversible jump Markov chain Monte Carlo computation and Bayesian model determination. Biometrika 82:4 (1995), 711–732.
-
(1995)
Biometrika
, vol.82
, Issue.4
, pp. 711-732
-
-
Green, P.J.1
-
20
-
-
84918542363
-
Reversible jump MCMC
-
Green, P.J., Hastie, D.I., Reversible jump MCMC. Genetics 155:3 (2009), 1391–1403.
-
(2009)
Genetics
, vol.155
, Issue.3
, pp. 1391-1403
-
-
Green, P.J.1
Hastie, D.I.2
-
21
-
-
77956890234
-
Monte Carlo sampling using Markov chains and their application
-
Hastings, W., Monte Carlo sampling using Markov chains and their application. Biometrika 57 (1970), 97–109.
-
(1970)
Biometrika
, vol.57
, pp. 97-109
-
-
Hastings, W.1
-
22
-
-
0020850136
-
Simulation run length control in the presence of an initial transient
-
Heidelberger, P., Welch, P.D., Simulation run length control in the presence of an initial transient. Oper. Res. 31 (1983), 1109–1144.
-
(1983)
Oper. Res.
, vol.31
, pp. 1109-1144
-
-
Heidelberger, P.1
Welch, P.D.2
-
23
-
-
1542469706
-
Bayesian model selection in finite mixtures by marginal density decompositions
-
Ishwaran, H., James, L.F., Sun, J., Bayesian model selection in finite mixtures by marginal density decompositions. J. Am. Stat. Assoc. 96 (2001), 1316–1332.
-
(2001)
J. Am. Stat. Assoc.
, vol.96
, pp. 1316-1332
-
-
Ishwaran, H.1
James, L.F.2
Sun, J.3
-
24
-
-
0001562199
-
Geometric ergodicity of Metropolis algorithms
-
Jarner, S.F., Hansen, E., Geometric ergodicity of Metropolis algorithms. Stoch. Process. Appl. 85 (2000), 341–361.
-
(2000)
Stoch. Process. Appl.
, vol.85
, pp. 341-361
-
-
Jarner, S.F.1
Hansen, E.2
-
25
-
-
35348968551
-
Continuous contour Monte Carlo for marginal density estimation with an application to a spatial statistical model
-
Liang, F., Continuous contour Monte Carlo for marginal density estimation with an application to a spatial statistical model. J. Comput. Graph. Stat. 16:3 (2007), 608–632.
-
(2007)
J. Comput. Graph. Stat.
, vol.16
, Issue.3
, pp. 608-632
-
-
Liang, F.1
-
26
-
-
5744249209
-
Equations of state calculations by fast computing machines
-
1097-1092
-
Metropolis, N., Rosenbluth, A., Rosenbluth, B., Teller, A., Teller, E., Equations of state calculations by fast computing machines. J. Chem. Phys., 21(6), 1953 1097-1092.
-
(1953)
J. Chem. Phys.
, vol.21
, Issue.6
-
-
Metropolis, N.1
Rosenbluth, A.2
Rosenbluth, B.3
Teller, A.4
Teller, E.5
-
27
-
-
0003637131
-
Markov Chains and Stochastic Stability
-
second ed. Springer-Verlag London
-
Meyn, S.P., Tweedie, R.L., Markov Chains and Stochastic Stability. second ed., 2005, Springer-Verlag, London.
-
(2005)
-
-
Meyn, S.P.1
Tweedie, R.L.2
-
28
-
-
0003898654
-
Annealed importance sampling
-
University of Toronto Department of Statistics Technical Report
-
Neal, R.M., Annealed importance sampling. 1998, University of Toronto Department of Statistics Technical Report.
-
(1998)
-
-
Neal, R.M.1
-
29
-
-
1642370803
-
Slice sampling
-
Neal, R.M., Slice sampling. Ann. Stat. 31:3 (2003), 705–767.
-
(2003)
Ann. Stat.
, vol.31
, Issue.3
, pp. 705-767
-
-
Neal, R.M.1
-
30
-
-
84950434808
-
Adaptive importance sampling in Monte Carlo integration
-
Purdue University Department of Statistics Technical Report
-
Oh, M., Berger, J.O., Adaptive importance sampling in Monte Carlo integration. 1989, Purdue University Department of Statistics Technical Report.
-
(1989)
-
-
Oh, M.1
Berger, J.O.2
-
31
-
-
85025833700
-
Reversible jump Markov chain Monte Carlo algorithm for Bayesian variable selection in logistic mixed models
-
Pan, J., Lee, M., Tsai, M., Reversible jump Markov chain Monte Carlo algorithm for Bayesian variable selection in logistic mixed models. Commun. Stat. Simul. Comput. 47:8 (2017), 2234–2247.
-
(2017)
Commun. Stat. Simul. Comput.
, vol.47
, Issue.8
, pp. 2234-2247
-
-
Pan, J.1
Lee, M.2
Tsai, M.3
-
32
-
-
85171922647
-
ars: adaptive rejection sampling-R package version 0.6
-
Perez Rodriguez, P., ars: adaptive rejection sampling-R package version 0.6. 2018 https://CRAN.R-project.org/package=ars.
-
(2018)
-
-
Perez Rodriguez, P.1
-
33
-
-
0000759236
-
How many iterations in the Gibbs sampler?
-
J.M. Bernardo J. Berger A.P. Dawid A.F.M. Smith Oxford University Press Oxford, U.K
-
Raftery, A.E., Lewis, S., How many iterations in the Gibbs sampler?. Bernardo, J.M., Berger, J., Dawid, A.P., Smith, A.F.M., (eds.) Bayesian Statistics 4, 1992, Oxford University Press, Oxford, U.K, 763–773.
-
(1992)
Bayesian Statistics 4
, pp. 763-773
-
-
Raftery, A.E.1
Lewis, S.2
-
34
-
-
0004007880
-
Stochastic Simulation
-
Wiley New York
-
Ripley, B.D., Stochastic Simulation. 1987, Wiley, New York.
-
(1987)
-
-
Ripley, B.D.1
-
35
-
-
0000940729
-
Facilitating the Gibbs sampler: the Gibbs stopper and the Griddy-Gibbs sampler
-
Ritter, C., Tanner, M.A., Facilitating the Gibbs sampler: the Gibbs stopper and the Griddy-Gibbs sampler. J. Am. Stat. Assoc. 82 (1992), 861–868.
-
(1992)
J. Am. Stat. Assoc.
, vol.82
, pp. 861-868
-
-
Ritter, C.1
Tanner, M.A.2
-
36
-
-
0000569335
-
Convergence diagnostics of the Gibbs sampler
-
J.M. Bernardo J. Berger A.P. Dawid A.F.M. Smith Oxford University Press Oxford, UK
-
Roberts, G.O., Convergence diagnostics of the Gibbs sampler. Bernardo, J.M., Berger, J., Dawid, A.P., Smith, A.F.M., (eds.) Bayesian Statistics 4, 1992, Oxford University Press, Oxford, UK, 775–782.
-
(1992)
Bayesian Statistics 4
, pp. 775-782
-
-
Roberts, G.O.1
-
37
-
-
0009000215
-
2 convergence of Markov Chain Monte Carlo
-
D. Berry I. Chaloner J. Geweke North-Holland Amsterdam
-
2 convergence of Markov Chain Monte Carlo. Berry, D., Chaloner, I., Geweke, J., (eds.) Bayesian Statistics and Econometrics: Essays in Honor of Arnold Zellner, 1996, North-Holland, Amsterdam, 373–384.
-
(1996)
Bayesian Statistics and Econometrics: Essays in Honor of Arnold Zellner
, pp. 373-384
-
-
Roberts, G.O.1
-
38
-
-
33746388444
-
Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms
-
Roberts, G.O., Tweedie, R.L., Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms. Biometrika 83:1 (1996), 95–110.
-
(1996)
Biometrika
, vol.83
, Issue.1
, pp. 95-110
-
-
Roberts, G.O.1
Tweedie, R.L.2
-
39
-
-
0031285157
-
Weak convergence and optimal scaling of random-walk Metropolis algorithms
-
Roberts, G.O., Gelman, A., Gilks, W.R., Weak convergence and optimal scaling of random-walk Metropolis algorithms. Ann. Appl. Probab. 7:10 (1997), 110–120.
-
(1997)
Ann. Appl. Probab.
, vol.7
, Issue.10
, pp. 110-120
-
-
Roberts, G.O.1
Gelman, A.2
Gilks, W.R.3
-
40
-
-
84923618271
-
Minorization conditions and convergence rates for Markov chain Monte Carlo
-
Rosenthal, J.S., Minorization conditions and convergence rates for Markov chain Monte Carlo. J. Am. Stat. Assoc. 90 (1995), 558–566.
-
(1995)
J. Am. Stat. Assoc.
, vol.90
, pp. 558-566
-
-
Rosenthal, J.S.1
-
41
-
-
21444459448
-
Analysis of the Gibbs sampler for a model related to James-Stein estimators
-
Rosenthal, J.S., Analysis of the Gibbs sampler for a model related to James-Stein estimators. Stat. Comput. 6 (1996), 269–275.
-
(1996)
Stat. Comput.
, vol.6
, pp. 269-275
-
-
Rosenthal, J.S.1
-
42
-
-
0020130305
-
Detecting initialization bias in simulation output
-
Schruben, L.W., Detecting initialization bias in simulation output. Oper. Res. 30 (1982), 569–590.
-
(1982)
Oper. Res.
, vol.30
, pp. 569-590
-
-
Schruben, L.W.1
-
43
-
-
0020848271
-
Optimal tests for initialization bias in simulation output
-
Schruben, L.W., Singh, H., Tierney, L., Optimal tests for initialization bias in simulation output. Oper. Res. 31 (1983), 1167–1178.
-
(1983)
Oper. Res.
, vol.31
, pp. 1167-1178
-
-
Schruben, L.W.1
Singh, H.2
Tierney, L.3
-
44
-
-
78650237279
-
The random walk Metropolis: linking theory and practice through a case study
-
Sherlock, C., Fearnhead, P., Roberts, G.O., The random walk Metropolis: linking theory and practice through a case study. Stat. Sci. 25:2 (2010), 172–190.
-
(2010)
Stat. Sci.
, vol.25
, Issue.2
, pp. 172-190
-
-
Sherlock, C.1
Fearnhead, P.2
Roberts, G.O.3
-
45
-
-
84936806552
-
A computational procedure for efficient estimation of the mixing time of a random-scan Metropolis algorithm
-
Spade, D.A., A computational procedure for efficient estimation of the mixing time of a random-scan Metropolis algorithm. Stat. Comput. 26:4 (2016), 761–781.
-
(2016)
Stat. Comput.
, vol.26
, Issue.4
, pp. 761-781
-
-
Spade, D.A.1
-
46
-
-
85081903606
-
Geometric ergodicity of a Metropolis-Hastings algorithm for Bayesian inference of phylogenetic branch lengths
-
(accepted)
-
Spade, D.A., Geometric ergodicity of a Metropolis-Hastings algorithm for Bayesian inference of phylogenetic branch lengths. Comput. Stat., 2020 (accepted).
-
(2020)
Comput. Stat.
-
-
Spade, D.A.1
-
47
-
-
0031625519
-
A reversible jump sampler for autoregressive time series
-
Troughton, P.T., Godsill, S.J., A reversible jump sampler for autoregressive time series. Proceedings of the 1998 IEEE International Conference on Acoustics, Speech, and Signal Processing, 1998.
-
(1998)
Proceedings of the 1998 IEEE International Conference on Acoustics, Speech, and Signal Processing
-
-
Troughton, P.T.1
Godsill, S.J.2
-
48
-
-
84950432017
-
A Monte Carlo implementation of the EM algorithm and the poor man's data augmentation algorithms
-
Wei, G.C.G., Tanner, M.A., A Monte Carlo implementation of the EM algorithm and the poor man's data augmentation algorithms. J. Am. Stat. Assoc. 85 (1990), 699–704.
-
(1990)
J. Am. Stat. Assoc.
, vol.85
, pp. 699-704
-
-
Wei, G.C.G.1
Tanner, M.A.2
-
49
-
-
0346573700
-
1 Error
-
University of California at Berkeley Department of Statistics
-
1 Error. 1994, University of California at Berkeley Department of Statistics.
-
(1994)
-
-
Yu, B.1
-
50
-
-
0040528364
-
Looking at Markov Samplers Through CUSUM Path Plots: A Simple Diagnostic Idea
-
University of California at Berkeley Department of Statistics
-
Yu, B., Mykland, P., Looking at Markov Samplers Through CUSUM Path Plots: A Simple Diagnostic Idea. 1994, University of California at Berkeley Department of Statistics.
-
(1994)
-
-
Yu, B.1
Mykland, P.2
-
51
-
-
84910906566
-
Generalized linear models with random effects: a Gibbs sampling approach
-
Zeger, S., Karim, M.R., Generalized linear models with random effects: a Gibbs sampling approach. J. Am. Stat. Assoc. 86 (1991), 79–86.
-
(1991)
J. Am. Stat. Assoc.
, vol.86
, pp. 79-86
-
-
Zeger, S.1
Karim, M.R.2
-
52
-
-
21844490354
-
Gibbs sampler convergence criteria
-
Zellner, A., Min, C.K., Gibbs sampler convergence criteria. J. Am. Stat. Assoc. 90 (1995), 921–927.
-
(1995)
J. Am. Stat. Assoc.
, vol.90
, pp. 921-927
-
-
Zellner, A.1
Min, C.K.2
-
53
-
-
4444233747
-
Learning a multivariate Gaussian model with the reversible jump MCMC algorithm
-
Zhang, Z., Chan, K.L., Wu, Y., Chen, C., Learning a multivariate Gaussian model with the reversible jump MCMC algorithm. Stat. Comput. 14:4 (2014), 343–355.
-
(2014)
Stat. Comput.
, vol.14
, Issue.4
, pp. 343-355
-
-
Zhang, Z.1
Chan, K.L.2
Wu, Y.3
Chen, C.4
-
54
-
-
85133621424
-
Bayesian Inference: With Ecological Applications
-
Academic Press
-
Link, W.A., Barker, R.J., Bayesian Inference: With Ecological Applications. 2009, Academic Press.
-
(2009)
-
-
Link, W.A.1
Barker, R.J.2
-
55
-
-
0030551974
-
Rates of convergence of the Hastings and Metropolis algorithms
-
Mengersen, K.L., Tweedie, R.L., Rates of convergence of the Hastings and Metropolis algorithms. Ann. Stat. 24:1 (1996), 101–121.
-
(1996)
Ann. Stat.
, vol.24
, Issue.1
, pp. 101-121
-
-
Mengersen, K.L.1
Tweedie, R.L.2
-
56
-
-
0003919677
-
Monte Carlo Statistical Methods
-
second Springer New York
-
Robert, C.P., Casella, G., Monte Carlo Statistical Methods. second, 2004, Springer, New York.
-
(2004)
-
-
Robert, C.P.1
Casella, G.2
-
57
-
-
0002074149
-
Geometric ergodicity and hybrid Markov chains
-
Paper 2
-
Roberts, G.O., Rosenthal, J.S., Geometric ergodicity and hybrid Markov chains. Electron. Commun. Probab. 2 (1997), 13–25 Paper 2.
-
(1997)
Electron. Commun. Probab.
, vol.2
, pp. 13-25
-
-
Roberts, G.O.1
Rosenthal, J.S.2
-
58
-
-
0032221199
-
Two convergence properties of hybrid samplers
-
Roberts, G.O., Rosenthal, J.S., Two convergence properties of hybrid samplers. Ann. Appl. Probab. 8 (1998), 397–407.
-
(1998)
Ann. Appl. Probab.
, vol.8
, pp. 397-407
-
-
Roberts, G.O.1
Rosenthal, J.S.2
-
59
-
-
0000223765
-
On the convergence of successive substitution sampling
-
Schervish, M.J., Carlin, B.P., On the convergence of successive substitution sampling. J. Comput. Graph. Stat. 1 (1992), 111–127.
-
(1992)
J. Comput. Graph. Stat.
, vol.1
, pp. 111-127
-
-
Schervish, M.J.1
Carlin, B.P.2
|