Fast Monte Carlo Markov chains for Bayesian shrinkage models with random effects.
Tavis AbrahamsenJames P. HobertPublished in: J. Multivar. Anal. (2019)
Keyphrases
- monte carlo
- markov chain
- monte carlo simulation
- mixed effects
- random effects
- transition probabilities
- markov chain monte carlo
- importance sampling
- finite state
- monte carlo method
- monte carlo methods
- transition matrix
- state space
- point processes
- hidden markov models
- monte carlo tree search
- markov processes
- random walk
- markovian decision
- hierarchical structure
- confidence intervals
- posterior distribution
- particle filter
- probabilistic automata
- predictive model
- matrix inversion
- decision trees