Jump to ContentJump to Main Navigation

You are looking at 1-5 of 5 items

  • Keywords: Markov chain Monte Carlo methods x
Clear All Modify Search

View:

Bayesian Inference in Dynamic Econometric Models

Luc Bauwens, Michel Lubrano, and Jean-François Richard

Published in print:
2000
Published Online:
September 2011
ISBN:
9780198773122
eISBN:
9780191695315
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198773122.001.0001
Subject:
Economics and Finance, Econometrics

This book contains an up-to-date coverage of the last twenty years of advances in Bayesian inference in econometrics, with an emphasis on dynamic models. It shows how to treat Bayesian inference in ... More


A brief guide to computer intensive statistics

Odo Diekmann, Hans Heesterbeek, and Tom Britton

in Mathematical Tools for Understanding Infectious Disease Dynamics

Published in print:
2012
Published Online:
October 2017
ISBN:
9780691155395
eISBN:
9781400845620
Item type:
chapter
Publisher:
Princeton University Press
DOI:
10.23943/princeton/9780691155395.003.0015
Subject:
Biology, Disease Ecology / Epidemiology

Chapters 5, 13 and 14 presented methods for making inference about infectious diseases from available data. This is of course one of the main motivations for modeling: learning about important ... More


Bayesian estimation of parameters

J. Durbin and S.J. Koopman

in Time Series Analysis by State Space Methods: Second Edition

Published in print:
2012
Published Online:
December 2013
ISBN:
9780199641178
eISBN:
9780191774881
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199641178.003.0013
Subject:
Mathematics, Probability / Statistics

This chapter discusses the use of importance sampling for the estimation of parameters in Bayesian analysis for models of Part I and Part II. It first develops the analysis of the linear Gaussian ... More


Data-driven modeling of hospital infections

Odo Diekmann, Hans Heesterbeek, and Tom Britton

in Mathematical Tools for Understanding Infectious Disease Dynamics

Published in print:
2012
Published Online:
October 2017
ISBN:
9780691155395
eISBN:
9781400845620
Item type:
chapter
Publisher:
Princeton University Press
DOI:
10.23943/princeton/9780691155395.003.0014
Subject:
Biology, Disease Ecology / Epidemiology

The treatment of hospital patients suffering from bacterial infections is increasingly hampered by antibiotic resistance. When the means of curing infections diminish, the prevention of infection ... More


Dynamic and spatial modelling of block maxima extremes

Gabriel Huerta and Glenn A. Stark

in Bayesian Theory and Applications

Published in print:
2013
Published Online:
May 2013
ISBN:
9780199695607
eISBN:
9780191744167
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199695607.003.0010
Subject:
Mathematics, Probability / Statistics

This chapter develops a general class of models to study extreme values based on the Generalized Extreme Value (GEV) distribution. They rely on time domain and spatial latent components. These models ... More


View: