Markov chains for exploring posterior distributions

Markov chains for exploring posterior distributions (1994)

Cached

Download Links

[stat.rutgers.edu]

by Luke Tierney

Venue:	Annals of Statistics
Citations:	607 - 6 self

BibTeX

@ARTICLE{Tierney94markovchains,
    author = {Luke Tierney},
    title = {Markov chains for exploring posterior distributions},
    journal = {Annals of Statistics},
    year = {1994},
    volume = {22},
    pages = {1701--1762}
}

Years of Citing Articles

Bookmark

OpenURL

Abstract

Your use of the JSTOR archive indicates your acceptance of JSTOR's Terms and Conditions of Use, available at

Citations

3011	Stochastic relaxation, Gibbs distributions, and the Bayesian restoration of images - Geman - 1984
2801	Optimisation by simulated annealing - Kirkpatrick, Gellatt, et al. - 1982
886	Monte Carlo sampling methods using Markov chains and their applications - Hastings - 1970
620	Finite Markov Chains - Kemeny, Snell - 1976
345	Stochastic Simulation - Ripley - 1987
328	Monte Carlo Methods - HAMMERSLEY, HANDSCOMB - 1964
315	Sampling based approaches to calculating marginal densities - Gelfand, Smith - 1990
249	Bayesian Inference in Econometric Models Using Monte Carlo Integration, Econometrica 57 (6 - Geweke - 1989
203	Nonuniversal critical dynamics in Monte Carlo simulations - Swendsen, Wang - 1987
176	Evaluating the accuracy of sampling-based approaches to the calculation of posterior moments - Geweke - 1992
167	Monte Carlo Maximum Likelihood for Depend Data - Geyer
129	Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusion - Kipnis, Varadhan - 1986
78	Practical Markov chain Monte Carlo (with discussion), Statistical Science 7: 473–511 - Geyer - 1992
62	Covariance structure and convergence rate of the Gibbs sampler with various scans - Liu, Wong, et al. - 1995
62	S: How Many Iterations in the Gibbs Sampler - Raftery, Lewis
55	Spatial statistics and Bayesian computation” (with discussion - Besag, Green - 1993
55	M: Generalized linear models with random effects; a Gibbs sampling approach - Zeger, Karim - 1991
39	On the convergence of successive substitution sampling - Schervish, Carlin - 1992
36	Optimum Monte-Carlo sampling using Markov chains - Peskun - 1973
30	Tools for Statistical Inference: Observed Data and Data Augmentation Methods - Tanner - 1991
29	Robust Empirical Bayes Analysis of Event Rates - Gaver, O’Muircheartaigh - 1987
28	A Guide to Simulation 2nd Ed - BRATLEY, FOX, et al. - 1996
26	Fully exponential Laplace approximations to expectations and variances of nonpositive functions - Tierney, Kass, et al. - 1989
25	Efficient Monte Carlo procedures for generating points uniformly distributed over bounded regions - Smith - 1984
22	A generic approach to posterior integration and Gibbs sampling - Müller - 1991
21	Exploring posterior distributions using Markov chains - Tierney - 1992
17	Asymptotic Behavior of the Gibbs Sampler - Chan - 1993
16	Monte Carlo Calculations of Radial Distribution Functions for a Proton-Electron Plasma - Barker - 1965
15	An Iterative Monte Carlo Method for Nonconjugate Bayesian Analysis - Gelfand, Carlin - 1991
15	The central limit theorem for Markov processes - Cogburn - 1972
12	On the convergence of the Markov chain simulation method - Athreya, Doss, et al. - 1996
8	A note on the geometric ergodicity of a Markov chain - CHAN - 1989
5	Parameterization issues in Bayesian inference (with discussion - Hills, Smith - 1992
5	An analytical evaluation of alternative strategies in steady-state simulation - Kelton, Law - 1984
4	Persistent random walks in random environment, Probability Theory and Related Fields 71 Gombert,39,RueJoliotCurie,13453MarseileCedex13,France CarolBezuidenhout,CentredeMathematiquesetInformatique,TechnopoledeChateau - Tóth - 1986
4	The efficiency of one long run versus independent replications in steady-state simulation - Whitt - 1991
3	The griddy Gibbs sampler - Ritter, Tanner - 1991
1	General Irreducible Markov Chains and Non-Negative Operators. Cambridge Univ - VUMMELIN - 1984
1	Markov Chains - Rvuz - 1975
1	A note on the geometric convergence of the Gibbs sampler. Unpublished manuscript - ROBERTS, POLSON - 1990
1	on random-direction Monte-carlosampling forevaluating integrals - SCHMEISER, CHEN - 1991
1	Multiparameter univariate Bayesian inference - STEWART - 1979