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A sparse matrix approach to Bayesian computation in large linear models

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  • Wilkinson, Darren J
  • KH Yeung, Stephen

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  • Wilkinson, Darren J & KH Yeung, Stephen, 2004. "A sparse matrix approach to Bayesian computation in large linear models," Computational Statistics & Data Analysis, Elsevier, vol. 44(3), pages 493-516, January.
    • Handle: RePEc:eee:csdana:v:44:y:2004:i:3:p:493-516
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    References listed on IDEAS

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    1. Gamerman, Dani & Moreira, Ajax R. B. & Rue, Havard, 2003. "Space-varying regression models: specifications and simulation," Computational Statistics & Data Analysis, Elsevier, vol. 42(3), pages 513-533, March.
    2. 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.
    3. Chib, Siddhartha, 1996. "Calculating posterior distributions and modal estimates in Markov mixture models," Journal of Econometrics, Elsevier, vol. 75(1), pages 79-97, November.
    4. G. O. Roberts & S. K. Sahu, 1997. "Updating Schemes, Correlation Structure, Blocking and Parameterization for the Gibbs Sampler," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 59(2), pages 291-317.
    5. Håvard Rue, 2001. "Fast sampling of Gaussian Markov random fields," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 63(2), pages 325-338.
    6. Leonhard Knorr‐Held & Håvard Rue, 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, December.
    7. 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.
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    Cited by:

    1. Michael J McGeachie & Hsun-Hsien Chang & Scott T Weiss, 2014. "CGBayesNets: Conditional Gaussian Bayesian Network Learning and Inference with Mixed Discrete and Continuous Data," PLOS Computational Biology, Public Library of Science, vol. 10(6), pages 1-7, June.
    2. 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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