I'm interested in references for running empirical Bayes (EB) in conjunction with MCMC. The closest thing I've found to what I'm looking at is a surprisingly recent and somewhat obscure paper ...
I have been trying to learn the Bayesian simulation based methods of posterior approximation. Although the theories are now quite clear but I am seeking for some examples with R codes so that I can ...
Suppose one is interested in stochastic processes for the purpose getting a theoretical understanding of MCMC. They already have a decent understanding of probability theory (let's say at the level ...
I have fairly good practical experience with Metropolis-Hastings and Gibbs sampling, but I want to get a better mathematical understanding of these algorithms. What are some good textbooks or articles ...
Are there any good summaries (reviews, books) on various applications of Markov chain Monte Carlo (MCMC)? I've seen Markov Chain Monte Carlo in Practice, but this books seems a bit old. Are there ...
Please help me to find out simple (I mean useful with little knowledge on Bayesian statistics) resources: To learn MCMC and perform general linear or mixed models To learn different sampling ...
Any suggestion for a good source to learn MCMC methods? thanks.
Does anyone know of some well written code (in Matlab or R) for reversible jump MCMC? Preferably a simple demo application to compliment papers on the subject, that would be useful in understanding ...