[图书][B] Advanced Markov chain Monte Carlo methods: learning from past samples

F Liang, C Liu, R Carroll - 2011 - books.google.com
Markov Chain Monte Carlo (MCMC) methods are now an indispensable tool in scientific
computing. This book discusses recent developments of MCMC methods with an emphasis …

Fast Bayesian factor analysis via automatic rotations to sparsity

V Ročková, EI George - Journal of the American Statistical …, 2016 - Taylor & Francis
Rotational post hoc transformations have traditionally played a key role in enhancing the
interpretability of factor analysis. Regularization methods also serve to achieve this goal by …

A research agenda for the study of entropic social structural evolution, functional roles, adhocratic leadership styles, and credibility in online organizations and …

SA Matei, E Bertino, M Zhu, C Liu, L Si… - Roles, trust, and reputation …, 2015 - Springer
The new social media enabled by the Internet and the Web have deeply changed the ways
in which individuals interact and how knowledge is created and exchanged, which is …

Simultaneous test and estimation of total genetic effect in eQTL integrative analysis through mixed models

T Wang, J Qiao, S Zhang, Y Wei… - Briefings in …, 2022 - academic.oup.com
Integration of expression quantitative trait loci (eQTL) into genome-wide association studies
(GWASs) is a promising manner to reveal functional roles of associated single-nucleotide …

Is EM really necessary here? Examples where it seems simpler not to use EM

IL MacDonald - AStA Advances in Statistical Analysis, 2021 - Springer
If one is to judge by counts of citations of the fundamental paper (Dempster in JRSSB 39: 1–
38, 1977), EM algorithms are a runaway success. But it is surprisingly easy to find published …

Input estimation and dynamical system identification: New algorithms and results

L Bruderer - 2015 - research-collection.ethz.ch
Recovery of signals from distorted or noisy observations has been a longstanding research
problem with a wide variety of practical applications. We advocate to approach these types …

Variance components estimation in mixed linear models

AJM da Silva - 2017 - search.proquest.com
This work aim to introduce a new method of estimating the variance components in mixed
linear models. The approach will be done firstly for models with three variance components …

Identifiability and convergence behavior for Markov chain Monte Carlo using multivariate probit models

X Zhang - Communications in Statistics-Theory and Methods, 2024 - Taylor & Francis
Multivariate probit models have been popularly utilized to analysis multivariate ordinal data.
However, the identifiable multivariate probit models entail the covariance matrix for the …

Parameter expansion for fitting regression models with non-negativity constraints

MW Donoghoe, IC Marschner - Communications in Statistics …, 2024 - Taylor & Francis
Regression models often require constraints that can be expressed as non-negativity
constraints. This could be because it makes sense for the underlying modeling context, or it …

Linearly preconditioned nonlinear conjugate gradient acceleration of the PX-EM algorithm

L Zhou, Y Tang - Computational Statistics & Data Analysis, 2021 - Elsevier
The EM algorithm is a widely applicable algorithm for modal estimation but often criticized
for its slow convergence. A new hybrid accelerator named APX-EM is proposed for speeding …