Generalized poststratification and importance sampling for subsampled Markov chain Monte Carlo estimation
Year of publication: |
2006
|
---|---|
Authors: | Guha, Subharup ; MacEachern, Steven N. |
Published in: |
Journal of the American Statistical Association : JASA. - Philadelphia, Pa. : Taylor & Francis Group, ISSN 0162-1459, ZDB-ID 207602-0. - Vol. 101.2006, p. 1175-1184
|
Subject: | Monte-Carlo-Simulation | Monte Carlo simulation | Markov-Kette | Markov chain | Stichprobenerhebung | Sampling | Schätztheorie | Estimation theory |
-
Empirical hierarchical modelling for count data using the spatial random effects model
Sengupta, Aritra, (2013)
-
Estimating (Markov-switching) VAR models without Gibbs sampling : a sequential Monte Carlo approach
Bognanni, Mark, (2015)
-
Posterior simulation and Bayes factors in panel count data models
Chib, Siddhartha, (1998)
- More ...
-
Guha, Subharup, (2006)
-
Guha, Subharup, (2006)
-
Posterior simulation in countable mixture models for large datasets
Guha, Subharup, (2010)
- More ...