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The Polya Tree Sampler: Toward Efficient and Automatic Independent Metropolis-Hastings Proposals
(AMER STATISTICAL ASSOC, 2011)
We present a simple, efficient, and computationally cheap sampling method for exploring an unnormalized multivariate density on R-d, such as a posterior density, called the Polya tree sampler. The algorithm constructs an ...
Comparação de estratégias de geração de propostas no algoritmo Metropolis-Hastings para um modelo Poisson log-linear
(Universidade Federal de Minas GeraisUFMG, 2016-02-26)
The Markov Chain Monte Carlo methods (MCMC) are a class of simulation algorithms widely used in Bayesian inference to indirectly draw samples from the posterior distribution, which is known up to a constant of proportionality. ...
Monte Carlo EM with importance reweighting and its applications in random effects models
(ELSEVIER SCIENCE BV, 1999)
In this paper we propose a new Monte Carlo EM algorithm to compute maximum likelihood estimates in the context of random effects models. The algorithm involves the construction of efficient sampling distributions for the ...
Influential observations in the functional measurement error model
(2007)
In this work we propose Bayesian measures to quantify the influence of observationson the structural parameters of the simple measurement error model (MEM). Different influencemeasures, like those based onq-divergence ...
Inferência Bayesiana Para os Modelos da Classe ARCH com Potência AssimétricaBayesian Inference for the Asymmetric Power ARCH Class of Models
(UNIVERSIDADE FEDERAL DE LAVRASDEX - Programa de Pós-graduaçãoUFLABRASIL, 2014)
Modelos dinâmicos e simulação estocástica
(Escola de Pós-Graduação em Economia da FGV, 1996-09-05)
This paper presents new methodology for making Bayesian inference about dy~ o!s for exponential famiIy observations. The approach is simulation-based _~t> use of ~vlarkov chain Monte Carlo techniques. A yletropolis-Hastings ...
Bayesian analysis of skew-t multivariate null intercept measurement error model
(SPRINGER, 2010)
The multivariate skew-t distribution (J Multivar Anal 79:93-113, 2001; J R Stat Soc, Ser B 65:367-389, 2003; Statistics 37:359-363, 2003) includes the Student t, skew-Cauchy and Cauchy distributions as special cases and ...
Robust linear mixed models with skew-normal independent distributions from a Bayesian perspective
(ELSEVIER SCIENCE BV, 2009)
Linear mixed models were developed to handle clustered data and have been a topic of increasing interest in statistics for the past 50 years. Generally. the normality (or symmetry) of the random effects is a common assumption ...