Generalised linear mixed model analysis via sequential Monte Carlo sampling

Preprint, Other literature type English OPEN
Fan, Y.; Leslie, D.S.; Wand, M.P.;
  • Publisher: The Institute of Mathematical Statistics and the Bernoulli Society
  • Journal: issn: 1935-7524
  • Publisher copyright policies & self-archiving
  • Identifiers: doi: 10.1214/07-EJS158
  • Subject: nonparametric regression | generalised additive models | Statistics - Computation | longitudinal data analysis | sequential Monte Carlo sampler
    arxiv: Statistics::Computation

We present a sequential Monte Carlo sampler algorithm for the Bayesian analysis of generalised linear mixed models (GLMMs). These models support a variety of interesting regression-type analyses, but performing inference is often extremely difficult, even when using the... View more