Multivariate Conway-Maxwell-Poisson Distribution: Sarmanov Method and Doubly Intractable Bayesian Inference

DOI10.1080/10618600.2022.2116443arXiv2107.07561OpenAlexW3185801694MaRDI QIDQ6094076

Luiza Sette C. Piancastelli, Nial Friel, Wagner Barreto-Souza, Hernando Ombao

Publication date: 9 October 2023

Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2107.07561

zbMATH Keywords

thermodynamic integrationBayesian inferenceexchange algorithmpseudo-marginal Monte CarloConway-Maxwell-Poisson distributionmultivariate count data

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC
• A flexible regression model for count data
• The pseudo-marginal approach for efficient Monte Carlo computations
• Bivariate Conway-Maxwell-Poisson distribution: formulation, properties, and inference
• Improving power posterior estimation of statistical evidence
• Useful moment and CDF formulations for the COM-Poisson distribution
• Accelerating pseudo-marginal MCMC using Gaussian processes
• An asymptotic expansion for the normalizing constant of the Conway-Maxwell-Poisson distribution
• Multivariate count data generalized linear models: three approaches based on the Sarmanov distribution
• Bivariate generalized Poisson distribution with some applications
• Monte Carlo methods in Bayesian computation
• Bivariate Conway-Maxwell Poisson distributions with given marginals and correlation
• Multivariate discrete distributions via sums and shares
• Noisy Monte Carlo: convergence of Markov chains with approximate transition kernels
• Marginal Likelihood Estimation via Power Posteriors
• Properties and applications of the sarmanov family of bivariate distributions
• Bayesian Inference in the Presence of Intractable Normalizing Functions
• The multivariate Poisson-log normal distribution
• A Tree-Based Semi-Varying Coefficient Model for the COM-Poisson Distribution
• A Flexible Univariate Autoregressive Time‐Series Model for Dispersed Count Data
• Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator
• The Conway-Maxwell-Poisson distribution: distributional theory and approximation
• A Useful Distribution for Fitting Discrete Data: Revival of the Conway–Maxwell–Poisson Distribution
• Simulating normalizing constants: From importance sampling to bridge sampling to path sampling
• Conjugate analysis of the Conway-Maxwell-Poisson distribution
• On a class of bivariate mixed Sarmanov distributions
• Bayesian inference, model selection and likelihood estimation using fast rejection sampling: the Conway-Maxwell-Poisson distribution

This page was built for publication: Multivariate Conway-Maxwell-Poisson Distribution: Sarmanov Method and Doubly Intractable Bayesian Inference