A sparse matrix approach to Bayesian computation in large linear models
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Bibliographic InfoArticle provided by Elsevier in its journal Computational Statistics & Data Analysis.
Volume (Year): 44 (2004)
Issue (Month): 3 (January)
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Web page: http://www.elsevier.com/locate/csda
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- Hobert, James P. & Geyer, Charles J., 1998. "Geometric Ergodicity of Gibbs and Block Gibbs Samplers for a Hierarchical Random Effects Model," Journal of Multivariate Analysis, Elsevier, vol. 67(2), pages 414-430, November.
- Chib, Siddhartha, 1996. "Calculating posterior distributions and modal estimates in Markov mixture models," Journal of Econometrics, Elsevier, vol. 75(1), pages 79-97, November.
- Leonhard Knorr-Held, 2002. "On Block Updating in Markov Random Field Models for Disease Mapping," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics & Finnish Statistical Society & Norwegian Statistical Association & Swedish Statistical Association, vol. 29(4), pages 597-614.
- R. J. Boys & D. A. Henderson & D. J. Wilkinson, 2000. "Detecting homogeneous segments in DNA sequences by using hidden Markov models," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 49(2), pages 269-285.
- Strid, Ingvar, 2010. "Efficient parallelisation of Metropolis-Hastings algorithms using a prefetching approach," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2814-2835, November.
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