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
  • Related identifiers: doi: 10.1214/07-EJS158
  • Subject: nonparametric regression | Statistics - Computation | generalised additive models | 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
  • References (30)
    30 references, page 1 of 3

    [1] Besag, J., Green, P.J., Higdon, D. and Mengersen, K. (1995). Bayesian computation and stochastic systems. Statistical Science, 10, 3-66. MR1349818

    [2] Breslow, N.E. and Clayton, D.G. (1993). Approximate inference in generalized linear mixed models. Journal of the American Statistical Association, 88, 9-25.

    [3] Breslow, N.E. and Lin X. (1995). Bias correction in generalised linear mixed models with a single component of dispersion. Biometrika, 82, 81-91. MR1332840

    [4] Carpenter, J., Clifford, P. and Fearnhead, P. (1999). An improved particle filter for non-linear problems. IEE proceedings - Radar, Sonar and Navigation, 146, 2-7.

    [5] Chopin, N. (2002). A Sequential Particle Filter for Static Models. Biometrika, 89, 539-551. MR1929161

    [6] Clayton, D. (1996). Generalized linear mixed models, pp. 275-301. In Markov Chain Monte Carlo in Practice, eds. Gilks, W.R., Richardson, S. and Spiegelhalter, D. J. London: Chapman & Hall. MR1397972

    [7] Cowles, M. K. and Carlin, B. P. (1996). Markov chain Monte Carlo convergence diagnostics: A comparative review. Journal of American Statistics Association, 91, 883-904. MR1395755

    [8] Del Moral, P., Doucet, A. and Jasra, A. (2006). Sequential Monte Carlo samplers. Journal of the Royal Statistical Society, Series B, 68, 411-436. MR2278333

    [9] Del Moral, P., Doucet, A. and Jasra, A. (2007). Sequential Monte Carlo for Bayesian computation. In Bayesian Statistics 8, eds. J. M. Bernardo, M. J. Bayarri, J. O. Berger, A. P. Dawid, D. Heckerman, A. F. M. Smith and M. West.

    [10] Diggle, P., Liang, K-L. and Zeger, S. (1995). Analysis of Longitudinal Data. Oxford: Oxford University Press.

  • Metrics
    No metrics available
Share - Bookmark