Use in practice of importance sampling for repeated MCMC for Poisson models

DOI10.1214/09-EJS527zbMath1329.62129WikidataQ56994493 ScholiaQ56994493MaRDI QIDQ1952059

Darfiana Nur, Kerry Mengersen, Judith Rousseau, Chantal Guihenneuc-Jouyaux, Dorota Gajda

Publication date: 27 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1268831481

zbMATH Keywords

importance samplingPoisson modelMCMC

Mathematics Subject Classification ID

Related Items (2)

Use in practice of importance sampling for repeated MCMC for Poisson models ⋮ Bayesian hidden Markov model for DNA sequence segmentation: a prior sensitivity analysis

Uses Software

• R
• cluster (R)
• OpenBUGS
• clusfind

Cites Work

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• Convergence of adaptive mixtures of importance sampling schemes
• Performance study of marginal posterior density estimation via Kullback-Leibler divergence
• Markov chains for exploring posterior distributions. (With discussion)
• Local sensitivity diagnostics for Bayesian inference
• Use in practice of importance sampling for repeated MCMC for Poisson models
• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
• Finding Groups in Data
• HEAVY TAILS, IMPORTANCE SAMPLING AND CROSS–ENTROPY
• Bayesian Inference in Econometric Models Using Monte Carlo Integration
• Minimum variance importance samplingviaPopulation Monte Carlo
• Monte Carlo sampling methods using Markov chains and their applications

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