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Sequential Monte Carlo EM for multivariate probit models

  • Published:2014-04 Issue: Volume:72 Page:252-272
  • ISSN:0167-9473
  • Container-title:Computational Statistics & Data Analysis
  • language:en
  • Short-container-title:Computational Statistics & Data Analysis

Author:

Moffa Giusi,Kuipers Jack

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Theory and Mathematics,Computational Mathematics,Statistics and Probability

Reference65 articles.

1. A tutorial on adaptive MCMC;Andrieu;Statistics and Computing,2008

2. Multi-variate probit analysis;Ashford;Biometrics,1970

3. On adaptive Markov chain Monte Carlo algorithms;Atchadé;Bernoulli,2005

4. Beskos, A., Crisan, D., Jasra, A., 2012. On the stability of sequential Monte Carlo methods in high dimensions. Preprint. arXiv:1103.3965v2.

5. High-dimensional multivariate probit model;Bock;Biometrics,1996

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1. Sequential Ensemble Monte Carlo Sampler for On-Line Bayesian Inference of Time-Varying Parameter in Engineering Applications;ASCE-ASME Journal of Risk and Uncertainty in Engineering Systems, Part B: Mechanical Engineering;2023-03-24

2. Fast Multivariate Probit Estimation via a Two-Stage Composite Likelihood;Statistics in Biosciences;2022-02-15

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