180
Views
221
CrossRef citations to date
0
Altmetric
Theory and Methods

Facilitating the Gibbs Sampler: The Gibbs Stopper and the Griddy-Gibbs Sampler

&
Pages 861-868 | Received 01 Nov 1990, Published online: 27 Feb 2012

Keep up to date with the latest research on this topic with citation updates for this article.

Read on this site (46)

Rewat Khanthaporn & Nuttanan Wichitaksorn. (2023) Modelling and forecasting COVID-19 stock returns using asymmetric GARCH-ICAPM with mixture and heavy-tailed distributions. Applied Economics 55:51, pages 6042-6061.
Read now
Ping Gao & Zixiang Lu. (2023) Bayesian analysis of a dynamic multivariate spatial ordered probit model. Spatial Economic Analysis 18:4, pages 462-485.
Read now
Tamás Krisztin & Philipp Piribauer. (2023) A Bayesian approach for the estimation of weight matrices in spatial autoregressive models. Spatial Economic Analysis 18:1, pages 44-63.
Read now
Ferdous Mohammadi Basatini & Saeid Rezakhah. (2020) Markov switch smooth transition HYGARCH model: Stability and estimation. Communications in Statistics - Theory and Methods 49:10, pages 2384-2409.
Read now
Stefanos Dimitrakopoulos & Michalis Kolossiatis. (2020) Bayesian analysis of moving average stochastic volatility models: modeling in-mean effects and leverage for financial time series. Econometric Reviews 39:4, pages 319-343.
Read now
Brian Hartman, Chris Groendyke & David Engler. (2020) Bayesian multivariate regime-switching models and the impact of correlation structure misspecification in variable annuity pricing. Scandinavian Actuarial Journal 2020:2, pages 152-171.
Read now
Dilli Bhatta, Balgobin Nandram & Joseph Sedransk. (2018) Bayesian testing for independence of two categorical variables under two-stage cluster sampling with covariates. Journal of Applied Statistics 45:13, pages 2365-2393.
Read now
Sang Gyu Kwak, Balgobin Nandram & Dal Ho Kim. (2018) Bayesian inference on contingency tables with uncertainty about independence for small areas. Journal of Applied Statistics 45:12, pages 2145-2163.
Read now
Roberto Leon-Gonzalez & Fuyu Yang. (2017) Bayesian inference and forecasting in the stationary bilinear model. Communications in Statistics - Theory and Methods 46:20, pages 10327-10347.
Read now
Dilip Nachane. (2017) Dynamic stochastic general equilibrium (DSGE) modelling in practice: identification, estimation and evaluation. Macroeconomics and Finance in Emerging Market Economies 10:2, pages 107-134.
Read now
Vu Dinh, Ann E. Rundell & Gregery T. Buzzard. (2017) Convergence of Griddy Gibbs sampling and other perturbed Markov chains. Journal of Statistical Computation and Simulation 87:7, pages 1379-1400.
Read now
David B. Dahl, Ryan Day & Jerry W. Tsai. (2017) Random Partition Distribution Indexed by Pairwise Information. Journal of the American Statistical Association 112:518, pages 721-732.
Read now
Daniel Sabanés Bové, Leonhard Held & Göran Kauermann. (2015) Objective Bayesian Model Selection in Generalized Additive Models With Penalized Splines. Journal of Computational and Graphical Statistics 24:2, pages 394-415.
Read now
Cheng Gao & Hiroki Tsurumi. (2015) Bayesian Analysis of the Censored Regression Model with an AEPD Error Term. Communications in Statistics - Theory and Methods 44:5, pages 953-971.
Read now
Edward L. Boone, Jason R.W. Merrick & Matthew J. Krachey. (2014) A Hellinger distance approach to MCMC diagnostics. Journal of Statistical Computation and Simulation 84:4, pages 833-849.
Read now
Suprateek Kundu & David B. Dunson. (2014) Bayes Variable Selection in Semiparametric Linear Models. Journal of the American Statistical Association 109:505, pages 437-447.
Read now
Rajib Paul, StevenN. MacEachern & L. Mark Berliner. (2012) Assessing Convergence and Mixing of MCMC Implementations via Stratification. Journal of Computational and Graphical Statistics 21:3, pages 693-712.
Read now
Xuefeng Liu. (2008) Parameter expansion for sampling a correlation matrix: an efficient GPX-RPMH algorithm. Journal of Statistical Computation and Simulation 78:11, pages 1065-1076.
Read now
Sung Won Kang. (2007) A Gibbs Sampling Algorithm for a Changing Regression Model with Pooled Binary Response Data. Communications in Statistics - Theory and Methods 36:2, pages 349-373.
Read now
Balgobin Nandram & Jai Won Choi . (2004) Nonparametric Bayesian analysis of a proportion for a small area under nonignorable nonresponse. Journal of Nonparametric Statistics 16:6, pages 821-839.
Read now
Balgobin Nandram & Hyunjoong Kim. (2002) Marginal Likelihood for a Class of Bayesian Generalized Linear Models. Journal of Statistical Computation and Simulation 72:4, pages 319-340.
Read now
AlanE. Gelfand. (2000) Gibbs Sampling. Journal of the American Statistical Association 95:452, pages 1300-1304.
Read now
DanielJ. Sargent, JamesS. Hodges & BradleyP. Carlin. (2000) Structured Markov Chain Monte Carlo. Journal of Computational and Graphical Statistics 9:2, pages 217-234.
Read now
JoanZ. Yu & MartinA. Tanner. (1999) An Analytical Study of Several Markov Chain Monte Carlo Estimators of the Marginal Likelihood. Journal of Computational and Graphical Statistics 8:4, pages 839-853.
Read now
EricT. Bradlow & AlanM. Zaslavsky. (1999) A Hierarchical Latent Variable Model for Ordinal Data from a Customer Satisfaction Survey with “No Answer” Responses. Journal of the American Statistical Association 94:445, pages 43-52.
Read now
Josemar Rodrigues. (1999) Diagnostics of convergence of an estimate of the marginal density via calibrated divergence measures. Communications in Statistics - Simulation and Computation 28:4, pages 895-907.
Read now
Kevin Hestir. (1998) Conditional Coding, a General Method for Simulating Conditional Distributions. Journal of Computational and Graphical Statistics 7:1, pages 77-91.
Read now
Ming-Hui Chen & Bruce Schmeiser. (1998) Toward Black-Box Sampling: A Random-Direction Interior-Point Markov Chain Approach. Journal of Computational and Graphical Statistics 7:1, pages 1-22.
Read now
Mark F. J. Steel. (1998) Bayesian analysis of stochastic volatility models with flexible tails. Econometric Reviews 17:2, pages 109-143.
Read now
R. Daniel Meyer & Robert G. Wilkinson. (1998) Bayesian variable assessment. Communications in Statistics - Theory and Methods 27:11, pages 2675-2705.
Read now
Ulrich Menzefricke. (1997) Estimation of the correlation among destructively measured variables. Communications in Statistics - Theory and Methods 26:1, pages 181-195.
Read now
Chuanhai Liu. (1996) Bayesian Robust Multivariate Linear Regression with Incomplete Data. Journal of the American Statistical Association 91:435, pages 1219-1227.
Read now
Mary Kathryn Cowles & BradleyP. Carlin. (1996) Markov Chain Monte Carlo Convergence Diagnostics: A Comparative Review. Journal of the American Statistical Association 91:434, pages 883-904.
Read now
RobertL. Strawderman, George Casella & MartinT. Wells. (1996) Practical Small-Sample Asymptotics for Regression Problems. Journal of the American Statistical Association 91:434, pages 643-654.
Read now
ThomasA. Severini & MartinA. Tanner. (1996) Comment. Journal of the American Statistical Association 91:434, pages 560-562.
Read now
ValenE. Johnson. (1996) Studying Convergence of Markov Chain Monte Carlo Algorithms Using Coupled Sample Paths. Journal of the American Statistical Association 91:433, pages 154-166.
Read now
Siddhartha Chib. (1995) Marginal Likelihood from the Gibbs Output. Journal of the American Statistical Association 90:432, pages 1313-1321.
Read now
Arnold Zellner & Chung-Ki Min. (1995) Gibbs Sampler Convergence Criteria. Journal of the American Statistical Association 90:431, pages 921-927.
Read now
MichaelD. Escobar & Mike West. (1995) Bayesian Density Estimation and Inference Using Mixtures. Journal of the American Statistical Association 90:430, pages 577-588.
Read now
TrivelloreE. Raghunathan & JamesE. Grizzle. (1995) A Split Questionnaire Survey Design. Journal of the American Statistical Association 90:429, pages 54-63.
Read now
T.B. Swartz, C. Villegas & C.J. Martinez. (1995) On semiparametric pivotal bayesian inference for quantiles. Communications in Statistics - Theory and Methods 24:10, pages 2499-2515.
Read now
AlanE. Gelfand & SujitK. Sahu. (1994) On Markov Chain Monte Carlo Acceleration. Journal of Computational and Graphical Statistics 3:3, pages 261-276.
Read now
JohnE. Kolassa & MartinA. Tanner. (1994) Approximate Conditional Inference in Exponential Families via the Gibbs Sampler. Journal of the American Statistical Association 89:426, pages 697-702.
Read now
JamesO. Berger & Dongchu Sun. (1993) Bayesian Analysis for the Poly-Weibull Distribution. Journal of the American Statistical Association 88:424, pages 1412-1418.
Read now
Ming-Hui Chen & Bruce Schmeiser. (1993) Performance of the Gibbs, Hit-and-Run, and Metropolis Samplers. Journal of Computational and Graphical Statistics 2:3, pages 251-272.
Read now
Nicholas Lange, BradleyP. Carlin & AlanE. Gelfand. (1992) Rejoinder. Journal of the American Statistical Association 87:419, pages 631-632.
Read now

Articles from other publishers (175)

Gael M. Martin, David T. Frazier, Worapree Maneesoonthorn, Rubén Loaiza-Maya, Florian Huber, Gary Koop, John Maheu, Didier Nibbering & Anastasios Panagiotelis. (2024) Bayesian forecasting in economics and finance: A modern review. International Journal of Forecasting 40:2, pages 811-839.
Crossref
Gael M. Martin, David T. Frazier & Christian P. Robert. (2024) Computing Bayes: From Then ‘Til Now. Statistical Science 39:1.
Crossref
Hossein Kavianihamedani, Julianne D. Quinn & Jared D. Smith. (2024) New Diagnostic Assessment of MCMC Algorithm Effectiveness, Efficiency, Reliability, and Controllability. IEEE Access 12, pages 42385-42400.
Crossref
Rubing Liang, Binbin Qin & Qiang Xia. (2022) Bayesian Inference for Mixed Gaussian GARCH-Type Model by Hamiltonian Monte Carlo Algorithm. Computational Economics 63:1, pages 193-220.
Crossref
Nikolaos Karnesis, Michael L Katz, Natalia Korsakova, Jonathan R Gair & Nikolaos Stergioulas. (2023) Eryn: a multipurpose sampler for Bayesian inference. Monthly Notices of the Royal Astronomical Society 526:4, pages 4814-4830.
Crossref
Osman Doğan, Ye Yang & Süleyman Taşpınar. (2023) Information criteria for matrix exponential spatial specifications. Spatial Statistics 57, pages 100776.
Crossref
Philipp Piribauer, Christian Glocker & Tamás Krisztin. (2023) Beyond distance: The spatial relationships of European regional economic growth. Journal of Economic Dynamics and Control 155, pages 104735.
Crossref
Jin-Yu Fu, Jin-Guan Lin & Hong-Xia Hao. (2023) Volatility analysis for the GARCH–Itô–Jumps model based on high-frequency and low-frequency financial data. International Journal of Forecasting 39:4, pages 1698-1712.
Crossref
Leopold Ringwald & Thomas O. Zörner. (2023) The money-inflation nexus revisited. Journal of Empirical Finance 73, pages 293-333.
Crossref
SEBASTIAN LAUMER & COLLIN PHILIPPS. (2023) Does the Government Spending Multiplier Depend on the Business Cycle?. Journal of Money, Credit and Banking.
Crossref
Jiaqi Gu & Philip L. H. Yu. (2023) Social order statistics models for ranking data with analysis of preferences in social networks. The Annals of Applied Statistics 17:1.
Crossref
Jamie Cross, Aubrey Poon & Dan Zhu. (2023) Uncertainty and the Term Structure of Interest Rates. SSRN Electronic Journal.
Crossref
Qiaohong Wang & Stephen R Taylor. (2022) Controlling outlier contamination in multimessenger time-domain searches for supermasssive binary black holes. Monthly Notices of the Royal Astronomical Society 516:4, pages 5874-5886.
Crossref
Frank Rotiroti & Stephen G. Walker. (2022) Computing marginal likelihoods via the Fourier integral theorem and pointwise estimation of posterior densities. Statistics and Computing 32:5.
Crossref
Haoying Wang & Guohui Wu. (2022) Modeling discrete choices with large fine-scale spatial data: opportunities and challenges. Journal of Geographical Systems.
Crossref
Yizhou Bai, Yongjin Wang, Haoyan Zhang & Xiaoyang Zhuo. (2021) Bayesian Estimation of the Skew Ornstein-Uhlenbeck Process. Computational Economics 60:2, pages 479-527.
Crossref
Rahul Krishna, Chong Tang, Kevin Sullivan & Baishakhi Ray. (2022) ConEx: Efficient Exploration of Big-Data System Configurations for Better Performance. IEEE Transactions on Software Engineering 48:3, pages 893-909.
Crossref
Xiaobing Zheng, Kun Liang, Qiang Xia & Dabin Zhang. (2021) Best Subset Selection for Double-Threshold-Variable Autoregressive Moving-Average Models: The Bayesian Approach. Computational Economics 59:3, pages 1175-1201.
Crossref
Thomas Otter. 2022. Handbook of Market Research. Handbook of Market Research 719 780 .
Andrew Hoegh, Frank T. van Manen & Mark Haroldson. (2021) Agent-Based Models for Collective Animal Movement: Proximity-Induced State Switching. Journal of Agricultural, Biological and Environmental Statistics 26:4, pages 560-579.
Crossref
Tamás Krisztin & Philipp Piribauer. (2021) Modelling European regional FDI flows using a Bayesian spatial Poisson interaction model. The Annals of Regional Science 67:3, pages 593-616.
Crossref
Süleyman Taşpınar, Osman DoĞan, Jiyoung Chae & Anil K. Bera. (2021) Bayesian Inference in Spatial Stochastic Volatility Models: An Application to House Price Returns in Chicago*. Oxford Bulletin of Economics and Statistics 83:5, pages 1243-1272.
Crossref
Yizhou Bai & Cheng Xue. (2021) An empirical study on the regulated Chinese agricultural commodity futures market based on skew Ornstein-Uhlenbeck model. Research in International Business and Finance 57, pages 101405.
Crossref
Zhen ZhangArnab BhattacharjeeJoão MarquesTapabrata Maiti. (2021) Spatio-Temporal Patterns in Portuguese Regional Fertility Rates: A Bayesian Approach for Spatial Clustering of Curves. Journal of Official Statistics 37:3, pages 611-653.
Crossref
Tamás Krisztin & Philipp Piribauer. (2020) A Bayesian spatial autoregressive logit model with an empirical application to European regional FDI flows. Empirical Economics 61:1, pages 231-257.
Crossref
Wendy K. Tam Cho & Yan Y. Liu. (2021) A parallel evolutionary multiple-try metropolis Markov chain Monte Carlo algorithm for sampling spatial partitions. Statistics and Computing 31:1.
Crossref
David Luengo, Luca Martino, Mónica Bugallo, Víctor Elvira & Simo Särkkä. (2020) A survey of Monte Carlo methods for parameter estimation. EURASIP Journal on Advances in Signal Processing 2020:1.
Crossref
Mário de Castro, Ming‐Hui Chen, Yuanye Zhang & Anthony V. D'Amico. (2020) A Bayesian multi‐risks survival (MRS) model in the presence of double censorings. Biometrics 76:4, pages 1297-1309.
Crossref
Abdelhakim Aknouche, Nacer Demmouche, Stefanos Dimitrakopoulos & Nassim Touche. (2020) Bayesian analysis of periodic asymmetric power GARCH models . Studies in Nonlinear Dynamics & Econometrics 24:4.
Crossref
Jamie L. Cross, Chenghan Hou & Aubrey Poon. (2020) Macroeconomic forecasting with large Bayesian VARs: Global-local priors and the illusion of sparsity. International Journal of Forecasting 36:3, pages 899-915.
Crossref
J.S. Teixeira, L.T. Stutz, D.C. Knupp & A.J. Silva Neto. (2020) A new adaptive approach of the Metropolis-Hastings algorithm applied to structural damage identification using time domain data. Applied Mathematical Modelling 82, pages 587-606.
Crossref
N. Alemohammad, S. Rezakhah & S. H. Alizadeh. (2018) Markov switching asymmetric GARCH model: stability and forecasting. Statistical Papers 61:3, pages 1309-1333.
Crossref
Juan Carlos Ruilova & Pedro Alberto Morettin. (2020) Parsimonious Heterogeneous ARCH Models for High Frequency Modeling. Journal of Risk and Financial Management 13:2, pages 38.
Crossref
Hanieh Panahi & Nasrin Moradi. (2020) Estimation of the inverted exponentiated Rayleigh Distribution Based on Adaptive Type II Progressive Hybrid Censored Sample. Journal of Computational and Applied Mathematics 364, pages 112345.
Crossref
David A. Spade. 2020. Principles and Methods for Data Science. Principles and Methods for Data Science 1 66 .
Matthew F. Dixon, Igor Halperin & Paul BilokonMatthew F. Dixon, Igor Halperin & Paul Bilokon. 2020. Machine Learning in Finance. Machine Learning in Finance 221 238 .
Yizhou Bai & Zhiyu Guo. (2019) An Empirical Investigation to the “Skew” Phenomenon in Stock Index Markets: Evidence from the Nikkei 225 and Others. Sustainability 11:24, pages 7219.
Crossref
Ba-Ngu Vo, Ba-Tuong Vo & Michael Beard. (2019) Multi-Sensor Multi-Object Tracking With the Generalized Labeled Multi-Bernoulli Filter. IEEE Transactions on Signal Processing 67:23, pages 5952-5967.
Crossref
Václav Červ, Michele Menvielle, Svetlana Kováčiková & Josef Pek. (2019) Refined models of the conductivity distribution at the transition from the Bohemian Massif to the West Carpathians using stochastic MCMC thin sheet inversion of the geomagnetic induction data. Geophysical Journal International 218:3, pages 1983-2000.
Crossref
Florian Huber, Gregor Kastner & Martin Feldkircher. (2019) Should I stay or should I go? A latent threshold approach to large‐scale mixture innovation models. Journal of Applied Econometrics 34:5, pages 621-640.
Crossref
Yaseen A. Hamaamin, A. Pouyan Nejadhashemi, Zhen Zhang, Subhasis Giri, Umesh Adhikari & Matthew R. Herman. (2018) Evaluation of neuro-fuzzy and Bayesian techniques in estimating suspended sediment loads. Sustainable Water Resources Management 5:2, pages 639-654.
Crossref
Christian Carmona, Luis Nieto-Barajas & Antonio Canale. (2018) Model-based approach for household clustering with mixed scale variables. Advances in Data Analysis and Classification 13:2, pages 559-583.
Crossref
Florian Huber & Thomas O. Zörner. (2019) Threshold cointegration in international exchange rates:A Bayesian approach. International Journal of Forecasting 35:2, pages 458-473.
Crossref
Lei Hou, Xiaopeng Chen, Kunyan Lan, Rune Rasmussen & Jonathan Roberts. (2019) Volumetric Next Best View by 3D Occupancy Mapping Using Markov Chain Gibbs Sampler for Precise Manufacturing. IEEE Access 7, pages 121949-121960.
Crossref
Thomas Otter. 2019. Handbook of Market Research. Handbook of Market Research 1 64 .
Luca Martino, Roberto Casarin, Fabrizio Leisen & David Luengo. (2018) Adaptive independent sticky MCMC algorithms. EURASIP Journal on Advances in Signal Processing 2018:1.
Crossref
Yuan Dong, Lina Pu, Yu Luo, Zheng Peng, Haining Mo, Yun Meng, Yi Zhao & Yuzhi Zhang. (2018) Receiver-Initiated Handshaking MAC Based on Traffic Estimation for Underwater Sensor Networks ‡. Sensors 18:11, pages 3895.
Crossref
Shihao Yang, Yang Chen, Espen Bernton & Jun S. Liu. (2017) On parallelizable Markov chain Monte Carlo algorithms with waste-recycling. Statistics and Computing 28:5, pages 1073-1081.
Crossref
Maria A. Terres, Montserrat Fuentes, Dean Hesterberg & Matthew Polizzotto. (2018) Bayesian Spectral Modeling for Multivariate Spatial Distributions of Elemental Concentrations in Soil. Bayesian Analysis 13:1.
Crossref
Luca Martino, Víctor Elvira & Gustau Camps-Valls. (2018) The Recycling Gibbs sampler for efficient learning. Digital Signal Processing 74, pages 1-13.
Crossref
Levi John Wolf, Luc Anselin & Daniel Arribas‐Bel. (2017) Stochastic Efficiency of Bayesian Markov Chain Monte Carlo in Spatial Econometric Models: An Empirical Comparison of Exact Sampling Methods. Geographical Analysis 50:1, pages 97-119.
Crossref
Sohrab Salehi, Adi Steif, Andrew Roth, Samuel Aparicio, Alexandre Bouchard-Côté & Sohrab P. Shah. (2017) ddClone: joint statistical inference of clonal populations from single cell and bulk tumour sequencing data. Genome Biology 18:1.
Crossref
Qiang Xia, Heung Wong, Jinshan Liu & Rubing Liang. (2016) Bayesian Analysis of Power-Transformed and Threshold GARCH Models: A Griddy-Gibbs Sampler Approach. Computational Economics 50:3, pages 353-372.
Crossref
Luca Martino, Victor Elvira & Gustau Camps-Valls. (2017) Recycling Gibbs sampling. Recycling Gibbs sampling.
Abdelhakim Aknouche. (2016) Periodic autoregressive stochastic volatility. Statistical Inference for Stochastic Processes 20:2, pages 139-177.
Crossref
Xinqiang Ding, Jonah Z. Vilseck, Ryan L. Hayes & Charles L. BrooksIIIIII. (2017) Gibbs Sampler-Based λ-Dynamics and Rao–Blackwell Estimator for Alchemical Free Energy Calculation. Journal of Chemical Theory and Computation 13:6, pages 2501-2510.
Crossref
Matthieu Droumaguet, Anders Warne & Tomasz Woźniak. (2017) Granger Causality and Regime Inference in Markov Switching VAR Models with Bayesian Methods. Journal of Applied Econometrics 32:4, pages 802-818.
Crossref
Shengtong Han, Hongmei Zhang, Wilfried Karmaus, Graham Roberts & Hasan Arshad. (2017) Adjusting background noise in cluster analyses of longitudinal data. Computational Statistics & Data Analysis 109, pages 93-104.
Crossref
Inés P. Mariño, Oleg Blyuss, Andy Ryan, Aleksandra Gentry-Maharaj, John F. Timms, Anne Dawnay, Jatinderpal Kalsi, Ian Jacobs, Usha Menon & Alexey Zaikin. (2017) Change-point of multiple biomarkers in women with ovarian cancer. Biomedical Signal Processing and Control 33, pages 169-177.
Crossref
Paul Bilokon, James Gwinnutt & Daniel Jones. 2017. Novel Methods in Computational Finance. Novel Methods in Computational Finance 503 542 .
Yaseen Hamaamin, Amir Nejadhashemi, Zhen Zhang, Subhasis Giri & Sean Woznicki. (2016) Bayesian Regression and Neuro-Fuzzy Methods Reliability Assessment for Estimating Streamflow. Water 8:7, pages 287.
Crossref
Nalan Baştürk, Stefano Grassi, Lennart Hoogerheide & Herman van Dijk. (2016) Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM. Econometrics 4:4, pages 11.
Crossref
Behrouz Madahian, Sujoy Roy, Dale Bowman, Lih Y Deng & Ramin Homayouni. (2015) A Bayesian approach for inducing sparsity in generalized linear models with multi-category response. BMC Bioinformatics 16:S13.
Crossref
L. Martino, H. Yang, D. Luengo, J. Kanniainen & J. Corander. (2015) A fast universal self-tuned sampler within Gibbs sampling. Digital Signal Processing 47, pages 68-83.
Crossref
J.N.K. Rao & Isabel Molina. 2015. Small Area Estimation. Small Area Estimation 405 430 .
S. Munilla & R. J. C. Cantet. (2015) Estimation of the environmental dam–offspring correlation in beef cattle1. Journal of Animal Science 93:6, pages 2669-2677.
Crossref
Danutė Krapavickaitė & Tomas Rudys. (2015) Small Area Estimates for the Fraction of the Unemployed. Lithuanian Mathematical Journal 55:2, pages 243-254.
Crossref
Yoshihiro Ohtsuka & Kazuhiko Kakamu. (2015) Comparison of the Sampling Efficiency in Spatial Autoregressive Model. Open Journal of Statistics 05:01, pages 10-20.
Crossref
A. S. G. Robotham & D. Obreschkow. (2015) Hyper-Fit: Fitting Linear Models to Multidimensional Data with Multivariate Gaussian Uncertainties. Publications of the Astronomical Society of Australia 32.
Crossref
Alan E. Gelfand. 2014. Wiley StatsRef: Statistics Reference Online. Wiley StatsRef: Statistics Reference Online.
Hongxia Yang, Fei Liu, Chunlin Ji & David Dunson. (2013) Adaptive sampling for Bayesian geospatial models. Statistics and Computing 24:6, pages 1101-1110.
Crossref
S. Kundu & D. B. Dunson. (2014) Latent factor models for density estimation. Biometrika 101:3, pages 641-654.
Crossref
Roger S. Bivand, Virgilio Gómez-Rubio & Håvard Rue. (2014) Approximate Bayesian inference for spatial econometrics models. Spatial Statistics 9, pages 146-165.
Crossref
Peter Congdon. 2014. Applied Bayesian Modelling. Applied Bayesian Modelling 1 33 .
Zhonggai Zhao, Biao Huang & Fei Liu. (2014) Constrained particle filtering methods for state estimation of nonlinear process. AIChE Journal 60:6, pages 2072-2082.
Crossref
Vu Dinh, Ann E. Rundell & Gregery T. Buzzard. (2014) Experimental Design for Dynamics Identification of Cellular Processes. Bulletin of Mathematical Biology 76:3, pages 597-626.
Crossref
Jing Lin. (2014) An Integrated Procedure for Bayesian Reliability Inference Using MCMC. Journal of Quality and Reliability Engineering 2014, pages 1-16.
Crossref
Kamil Feridun Turkman, Manuel González Scotto & Patrícia de Zea BermudezKamil Feridun Turkman, Manuel González Scotto & Patrícia de Zea Bermudez. 2014. Non-Linear Time Series. Non-Linear Time Series 121 197 .
Tung H. Pham, John T. Ormerod & M.P. Wand. (2013) Mean field variational Bayesian inference for nonparametric regression with measurement error. Computational Statistics & Data Analysis 68, pages 375-387.
Crossref
Cem Çakmaklı, Richard Paap & Dick van Dijk. (2013) Measuring and predicting heterogeneous recessions. Journal of Economic Dynamics and Control 37:11, pages 2195-2216.
Crossref
Nuttanan Wichitaksorn & Hiroki Tsurumi. (2013) Comparison of MCMC algorithms for the estimation of Tobit model with non-normal error: The case of asymmetric Laplace distribution. Computational Statistics & Data Analysis 67, pages 226-235.
Crossref
Zhe Jiang, Haiyan Wang & Zhi Ding. (2013) A Bayesian Algorithm for Joint Symbol Timing Synchronization and Channel Estimation in Two-Way Relay Networks. IEEE Transactions on Communications 61:10, pages 4271-4283.
Crossref
Wei Shao, Guangbao Guo, Fanyu Meng & Shuqin Jia. (2013) An efficient proposal distribution for Metropolis–Hastings using a -splines technique . Computational Statistics & Data Analysis 57:1, pages 465-478.
Crossref
Takuya Konishi, Fuminori Kimura & Akira Maeda. 2013. Advances in Information Retrieval. Advances in Information Retrieval 730 733 .
Biliana S. Güner, Svetlozar Rachev, John S. J. Hsu & Frank J. Fabozzi. 2012. Encyclopedia of Financial Models. Encyclopedia of Financial Models.
Lennart Hoogerheide, Anne Opschoor & Herman K. van Dijk. (2012) A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation. Journal of Econometrics 171:2, pages 101-120.
Crossref
David Ardia, Nalan Baştürk, Lennart Hoogerheide & Herman K. van Dijk. (2012) A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood. Computational Statistics & Data Analysis 56:11, pages 3398-3414.
Crossref
Geof H. Givens & Jennifer A. Hoeting. 2012. Computational Statistics. Computational Statistics 423 455 .
Zhonggai Zhao, Xinguang Shao, Biao Huang & Fei Liu. (2012) On‐line estimation of glucose and biomass concentration in batch fermentation process using particle filter with constraint. Asia-Pacific Journal of Chemical Engineering 7:5, pages 678-686.
Crossref
Pierre-Julien Trombe, Pierre Pinson & Henrik Madsen. (2012) A General Probabilistic Forecasting Framework for Offshore Wind Power Fluctuations. Energies 5:3, pages 621-657.
Crossref
Deborah Gefang. (2011) Money‐output Causality Revisited – A Bayesian Logistic Smooth Transition VECM Perspective*. Oxford Bulletin of Economics and Statistics 74:1, pages 131-151.
Crossref
Siddhartha Chib. 2012. Handbook of Computational Statistics. Handbook of Computational Statistics 73 104 .
Dongwoo Kim & Alice Oh. (2011) Accounting for data dependencies within a hierarchical dirichlet process mixture model. Accounting for data dependencies within a hierarchical dirichlet process mixture model.
Anon Plangprasopchok & Kristina Lerman. (2010) Modeling Social Annotation. ACM Transactions on Knowledge Discovery from Data 5:1, pages 1-32.
Crossref
Tami L. Thomas & Balgobin Nandram. (2010) Predicting incidence and asymptomatic rates for chlamydia in small domains. Journal of Advanced Nursing 66:12, pages 2650-2658.
Crossref
Xiaoyi Liu, Michael A. Cardiff & Peter K. Kitanidis. (2010) Parameter estimation in nonlinear environmental problems. Stochastic Environmental Research and Risk Assessment 24:7, pages 1003-1022.
Crossref
Faming Liang, Chuanhai Liu & Raymond J. Carroll. 2010. Advanced Markov Chain Monte Carlo Methods. Advanced Markov Chain Monte Carlo Methods 327 352 .
Kelvin Layton, Mark Morelande, Leigh A. Johnston, Peter M. Farrell & Bill Moran. (2010) Improved quantification of MRI relaxation rates using Bayesian estimation. Improved quantification of MRI relaxation rates using Bayesian estimation.
Ivan Jeliazkov & Esther Hee Lee. 2010. Maximum Simulated Likelihood Methods and Applications. Maximum Simulated Likelihood Methods and Applications 3 39 .
Michael Johannes & Nicholas Polson. 2010. Handbook of Financial Econometrics: Applications. Handbook of Financial Econometrics: Applications 1 72 .
Chaozhi Zheng, Wolfgang W. Weisser, Simone A. Härri & Otso Ovaskainen. (2009) Hierarchical Metapopulation Dynamics of Two Aphid Species on a Shared Host Plant. The American Naturalist 174:3, pages 331-341.
Crossref
Tian Liu & Rongling Wu. (2009) A Bayesian Algorithm for Functional Mapping of Dynamic Complex Traits. Algorithms 2:2, pages 667-691.
Crossref
Scott H. Holan, Ginger M. Davis, Mark L. Wildhaber, Aaron J. DeLonay & Diana M. Papoulias. (2009) Hierarchical Bayesian Markov Switching Models with Application to Predicting Spawning Success of Shovelnose Sturgeon. Journal of the Royal Statistical Society Series C: Applied Statistics 58:1, pages 47-64.
Crossref
Bo Hu, Yuan Ji & Kam‐Wah Tsui. (2008) Bayesian Estimation of Inverse Dose Response. Biometrics 64:4, pages 1223-1230.
Crossref
Sik-Yum Lee & Ye-Mao Xia. (2008) A Robust Bayesian Approach for Structural Equation Models with Missing Data. Psychometrika 73:3, pages 343-364.
Crossref
Peter Boatwright, Suman Basuroy & Wagner Kamakura. (2007) Reviewing the reviewers: The impact of individual film critics on box office performance. Quantitative Marketing and Economics 5:4, pages 401-425.
Crossref
Jinhui Li, Xiaowei Yang, Yingnian Wu & Steven Shoptaw. (2007) A random‐effects Markov transition model for Poisson‐distributed repeated measures with non‐ignorable missing values. Statistics in Medicine 26:12, pages 2519-2532.
Crossref
B. Renard, V. Garreta & M. Lang. (2006) An application of Bayesian analysis and Markov chain Monte Carlo methods to the estimation of a regional trend in annual maxima. Water Resources Research 42:12.
Crossref
Benjamin Renard, Michel Lang & Philippe Bois. (2006) Statistical analysis of extreme events in a non-stationary context via a Bayesian framework: case study with peak-over-threshold data. Stochastic Environmental Research and Risk Assessment 21:2, pages 97-112.
Crossref
Manabu Asai. (2006) Comparison of MCMC Methods for Estimating GARCH Models. JOURNAL OF THE JAPAN STATISTICAL SOCIETY 36:2, pages 199-212.
Crossref
Alan E. Gelfand. 2004. Encyclopedia of Statistical Sciences. Encyclopedia of Statistical Sciences.
Ram C. Tiwari, Kathleen A. Cronin, William Davis, Eric J. Feuer, Binbing Yu & Siddhartha Chib. (2005) Bayesian Model Selection for Join Point Regression with Application to Age-Adjusted Cancer Rates. Journal of the Royal Statistical Society Series C: Applied Statistics 54:5, pages 919-939.
Crossref
Balgobin Nandram, Ning Liu, Jai Won Choi & Lawrence Cox. (2004) Bayesian non‐response models for categorical data from small areas: an application to BMD and age. Statistics in Medicine 24:7, pages 1047-1074.
Crossref
Catalina Stefanescu & Bruce W. Turnbull. (2005) On the Multivariate Probit Model for Exchangeable Binary Data with Covariates. Biometrical Journal 47:2, pages 206-218.
Crossref
Ming-Hui Chen. 2005. Bayesian Thinking - Modeling and Computation. Bayesian Thinking - Modeling and Computation 437 457 .
Hubert Onibon, Thierry Lebel, Abel Afouda & Gilles Guillot. (2004) Gibbs sampling for conditional spatial disaggregation of rain fields. Water Resources Research 40:8.
Crossref
Alan E. Gelfand. 2004. Encyclopedia of Statistical Sciences. Encyclopedia of Statistical Sciences.
Hajime Wago. (2004) Bayesian estimation of smooth transition GARCH model using Gibbs sampling. Mathematics and Computers in Simulation 64:1, pages 63-78.
Crossref
Sandip Sinharay. (2014) ASSESSING CONVERGENCE OF THE MARKOV CHAIN MONTE CARLO ALGORITHMS: A REVIEW. ETS Research Report Series 2003:1.
Crossref
Efthymios G. Tsionas. (2007) Bayesian International Evidence on Heavy Tails, Non‐Stationarity and Asymmetry over the Business Cycle. International Statistical Review 71:1, pages 151-168.
Crossref
Athanasios Kottas, Márcia D. Branco & Alan E. Gelfand. (2002) A Nonparametric Bayesian Modeling Approach for Cytogenetic Dosimetry. Biometrics 58:3, pages 593-600.
Crossref
SYLVIA KAUFMANN & SYLVIA FRÜHWIRTH‐SCHNATTER. (2002) Bayesian analysis of switching ARCH models. Journal of Time Series Analysis 23:4, pages 425-458.
Crossref
Christopher G. Lamoureux & H. Douglas Witte. (2002) Empirical Analysis of the Yield Curve: The Information in the Data Viewed through the Window of Cox, Ingersoll, and Ross. The Journal of Finance 57:3, pages 1479-1520.
Crossref
Xin-Yuan Song & Sik-Yum Lee. (2002) Analysis of structural equation model with ignorable missing continuous and polytomous data. Psychometrika 67:2, pages 261-288.
Crossref
Carolyn M. Rutter & Constantine A. Gatsonis. (2001) A hierarchical regression approach to meta‐analysis of diagnostic test accuracy evaluations. Statistics in Medicine 20:19, pages 2865-2884.
Crossref
John Liechty, Venkatram Ramaswamy & Steven H. Cohen. (2018) Choice Menus for Mass Customization: An Experimental Approach for Analyzing Customer Demand with an Application to a Web-Based Information Service. Journal of Marketing Research 38:2, pages 183-196.
Crossref
Siddhartha Chib. 2001. 3569 3649 .
Alon Brav. (2002) Inference in Long‐Horizon Event Studies: A Bayesian Approach with Application to Initial Public Offerings. The Journal of Finance 55:5, pages 1979-2016.
Crossref
Eric T. Bradlow & David C. Schmittlein. (2000) The Little Engines That Could: Modeling the Performance of World Wide Web Search Engines. Marketing Science 19:1, pages 43-62.
Crossref
Efthymios G. Tsionas. (1999) Distribution-free posterior analysis of econometric models. Applied Stochastic Models in Business and Industry 15:3, pages 147-168.
Crossref
Ulrich Menzefricke. (1999) Bayesian prediction in growth-curve models with correlated errors. Test 8:1, pages 75-93.
Crossref
Gerhard Arminger & Bengt O. Muthén. (1998) A Bayesian approach to nonlinear latent variable models using the Gibbs sampler and the metropolis-hastings algorithm. Psychometrika 63:3, pages 271-300.
Crossref
Irwin Guttman & Ulrich Menzefricke. (2009) Predictive Distributions in the Presence of Measurement Errors. Probability in the Engineering and Informational Sciences 10:4, pages 601-611.
Crossref
Siddhartha Chib & Edward Greenberg. (2009) Markov Chain Monte Carlo Simulation Methods in Econometrics. Econometric Theory 12:3, pages 409-431.
Crossref
Eric T. Bradlow. (2016) Teacher’s Corner: Negative Information and The Three-Parameter Logistic Model. Journal of Educational and Behavioral Statistics 21:2, pages 179-185.
Crossref
Stephen Gordon & Gilles Bélanger. (2009) Échantillonnage de Gibbs et autres applications économétriques des chaînes markoviennes. L'Actualité économique 72:1, pages 27-49.
Crossref
Fran�ois Leitner, Sylvain Paillasson, Xavier Ronot & Jacques Demongeot. (1995) Dynamic functional and structural analysis of living cells: New tools for vital staining of nuclear DNA and for characterisation of cell motion. Acta Biotheoretica 43:4, pages 299-317.
Crossref
C. Ritter, A. Bouckaert, M. van Lierde & I. Theunissen. (2007) Modelling mortality and morbidity of newborns. Statistics in Medicine 14:20, pages 2191-2204.
Crossref
Siddhartha Chib & Edward Greenberg. (1995) Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models. Journal of Econometrics 68:2, pages 339-360.
Crossref
Petros Dellaportas. (1995) Random variate transformations in the Gibbs sampler: issues of efficiency and convergence. Statistics and Computing 5:2, pages 133-140.
Crossref
J Alison Noble. (1995) From inspection to process understanding and monitoring: a view on computer vision in manufacturing. Image and Vision Computing 13:3, pages 197-214.
Crossref
T. E. Raghunathan. (2006) Monte carlo methods for exloring sensitivity to distributional assumptions in a bayesian analysis of a series of 2 × 2 tables. Statistics in Medicine 13:15, pages 1525-1538.
Crossref
José M. Bernardo & Adrian F. M. Smith. 1994. Bayesian Theory. Bayesian Theory 489 554 .
Michael A. Newton & Adrian E. Raftery. (1994) Approximate Bayesian Inference with the Weighted Likelihood Bootstrap. Journal of the Royal Statistical Society Series B: Statistical Methodology 56:1, pages 3-26.
Crossref
Arnoldo Frigessi. 1994. Compstat. Compstat 14 27 .
A. Noble & J. Mundy. (1993) Toward template-based tolerancing from a Bayesian viewpoint. Toward template-based tolerancing from a Bayesian viewpoint.
Partha P. Majumder. 1993. Human Population Genetics. Human Population Genetics 139 152 .
Nicholas Lange. (2007) Graphs and stochastic relaxation for hierarchical bayes modelling. Statistics in Medicine 11:14-15, pages 2001-2016.
Crossref
Lennart F. Hoogerheide, H. K. van Dijk & R.D. van Oest. (2007) Simulation Based Bayesian Econometric Inference: Principles and Some Recent Computational Advances. SSRN Electronic Journal.
Crossref
Alon Brav. (1998) Inference in Long Horizon Event Studies: A Bayesian Approach with Application to Initial Public Offerings. SSRN Electronic Journal.
Crossref
Lennart F. Hoogerheide, Johan F. kaashoek & H. K. van Dijk. (2005) On the Shape of Posterior Densities and Credible Sets in Instrumental Variable Regression Models with Reduced Rank: An Application of Flexible Sampling Methods using Neural Networks. SSRN Electronic Journal.
Crossref
Michael S. Johannes & Nick Polson. (2003) MCMC Methods for Continuous-Time Financial Econometrics. SSRN Electronic Journal.
Crossref
Rewat Khanthaporn & Nuttanan Wichitaksorn. (2021) Modeling Stock Returns Using Asymmetric Garch-Icapm with Mixture and Heavy-Tailed Distributions: An Application to COVID-19 Pandemic Forecasts. SSRN Electronic Journal.
Crossref
Daniele Bianchi, Luca Rossini & Matteo Iacopini. (2020) Stablecoins and Cryptocurrency Returns: Evidence From Large Bayesian VARs. SSRN Electronic Journal.
Crossref

Displaying 200 of 221 citing articles. Use the download link below to view the full list of citing articles.

Download full citations list

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.