(Enter summary)
Abstract: this paper will be to study the performance of hybrid Monte Carlo in logistic
regression problems with quasicomplete separation. The variation of hybrid Monte Carlo
that we study is based on the "leapfrog" algorithm presented in Duane et al. (1987). As we
will see, this method leads to a rapidly mixing Markov chain in this challenging problem, but
in fact the method is also a very competitive and simple approach for fitting any Bayesian
generalized linear model with a canonical link. The... (Update)
Context of citations to this paper: More
...Neal (1994) The leapfrog algorithm has also been recently applied successfully in statistics. See Neal (1996) Gustafson (1997) and Ishwaran (1999) for examples. 1.1 HMC Versus Data Augmentation. A special feature of the Albert Chib (1993) data augmentation procedure is that...
Cited by: More
Univariate and Multirater Ordinal Cumulative Link.. - Hemant Ishwaran Key
(Correct)
Active bibliography (related documents): More All
0.6: Comparison Between the Regression Depth Method and the .. - Christmann, Fischer.. (2000)
(Correct)
0.6: Monte Carlo Implementation of Gaussian Process Models for Bayesian .. - Neal (1997)
(Correct)
0.5: Inference For The Random Effects In Bayesian Generalized Linear.. - Ishwaran
(Correct)
Similar documents based on text: More All
0.5: Coronary Risk Prediction by Logical Analysis of Data - Alexe, Blackstone, Hammer, .. (2002)
(Correct)
0.2: Gibbs Sampling Methods for Stick-Breaking Priors - Ishwaran, James (2001)
(Correct)
0.2: Bayesian Model Selection in Finite Mixtures by Marginal.. - We Consider The
(Correct)
BibTeX entry: (Update)
H. Ishwaran (1999). Applications of hybrid Monte Carlo to Bayesian generalized linear models: quasicomplete separation and neural networks. Journal of Computational and Graphical Statistics, 8, 779--799. http://citeseer.ist.psu.edu/ishwaran99applications.html More
@article{ ishwaran99applications,
author = "Hemant Ishwaran",
title = "Applications of Hybrid {Monte Carlo} to {Bayesian} Generalized Linear Models: Quasicomplete Separation and Neural Networks",
journal = "Journal of Computational and Graphical Statistics",
volume = "8",
number = "4",
pages = "779--??",
year = "1999",
url = "citeseer.ist.psu.edu/ishwaran99applications.html" }
Citations (may not include all citations):
623
Multilayer feedforward networks are universal approximators (context) - Hornik, Stinchcombe et al. - 1989
520
Generalized linear models (context) - Nelder, Wedderburn - 1972
520
Generalized linear models (context) - McCullagh, Nelder - 1989
235
the approximate realization of continuous mappings by neural.. (context) - Funahashi - 1989
91
Adaptive rejection sampling for Gibbs sampling (context) - Gilks, Wild - 1992
84
Hybrid Monte Carlo (context) - Duane, Kennedy et al. - 1987
43
Approximate Bayes factors and accounting for model uncertain..
- Raftery - 1995
22
An introduction to categorical data analysis (context) - Agresti - 1996
20
Bayesian inference for generalized linear and proportional h.. (context) - Dellaportas, Smith - 1993
13
Generalized linear models with random effects: a Gibbs sampl.. (context) - Zeger, Karim - 1991
12
A generalized guided Monte Carlo algorithm (context) - Horowitz - 1991
12
Brownian dynamics as smart Monte Carlo simulation (context) - Rossky, Doll et al. - 1978
8
the existence of maximum likelihood estimates in logistic re.. (context) - Albert, Anderson - 1984
8
Generalized linear models with unknown link functions (context) - Mallick, Gelfand - 1994
7
Prediction intervals for artificial neural networks (context) - Hwang, Ding - 1997
3
Satellite male groups in horseshoe crabs (context) - Brockmann - 1996
2
The theory of hybrid stochastic algorithms (context) - Duane, Kogut - 1986
2
An improved acceptance procedure for the hybrid Monte Carlo .. (context) - Medicine, Neal - 1994
2
Anderson's conditions for the existence of maximum likelihoo.. (context) - Santner, Duffy et al. - 1986
2
Bayesian learning for neural networks (context) - Physics, Neal - 1996
1
A practical Bayesian framework for backpropagation networks (context) - Chapman, MacKay - 1992
1
Adaptive rejection Metropolis sampling within Gibbs sampling (context) - Statistics, Gilks et al. - 1995
1
Computing posterior distributions for covariance matrices
- Daniels - 1998
1
Approximations by superpositions of a sigmoidal function (context) - Hybrid, in et al. - 1989
1
The theory of hybrid stochastic algorithms (context) - Statistical, Kennedy - 1990
1
Exact logistic regression: theory and examples (context) - Computation, Mehta et al. - 1995
1
Weekly high-dose methotrexate and doxorubicin for osteosarco.. (context) - Goorin, Perez-Atayde et al. - 1987
1
Large Bayesian hierarchical analysis of multivariate surviva.. (context) - Gustafson - 1997
1
Stochastic quantization versus the microcanonical ensemble: .. (context) - Duane - 1985
1
Uniqueness of the weights for minimal feedforward nets with .. (context) - SAS, Sussmann - 1992
Online articles have much greater impact More about CiteSeer.IST Add search form to your site Submit documents Feedback
CiteSeer.IST - Copyright Penn State and NEC