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| Ambos lados da revisão anterior Revisão anterior Próxima revisão | Revisão anterior Última revisão Ambos lados da revisão seguinte | ||
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disciplinas:ce718 [2011/08/03 16:59] walmes [section 11] |
disciplinas:ce718 [2011/09/27 10:15] walmes |
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| Linha 233: | Linha 233: | ||
| * {{http://darrenjw.wordpress.com/2011/07/16/gibbs-sampler-in-various-languages-revisited|Gibbs sampler in various languages (revisited)}}; | * {{http://darrenjw.wordpress.com/2011/07/16/gibbs-sampler-in-various-languages-revisited|Gibbs sampler in various languages (revisited)}}; | ||
| - | == Cabeçalho de nível 5 == | + | == Métodos Monte Carlo == |
| * {{http://elsa.berkeley.edu/reprints/misc/understanding.pdf|Understanding the Metropolis-Hastings Algorithm}}; | * {{http://elsa.berkeley.edu/reprints/misc/understanding.pdf|Understanding the Metropolis-Hastings Algorithm}}; | ||
| * {{http://www.econ.upenn.edu/~jesusfv/LectureNotes_7_MH|Metropolis-Hasting Algorithm - Jesús Fernández-Villaverde}}; | * {{http://www.econ.upenn.edu/~jesusfv/LectureNotes_7_MH|Metropolis-Hasting Algorithm - Jesús Fernández-Villaverde}}; | ||
| Linha 249: | Linha 249: | ||
| * {{http://www.maths.manchester.ac.uk/~pneal/CIS/CIS2007.html|Computationally Intensive Statistics 2010/2011}}; | * {{http://www.maths.manchester.ac.uk/~pneal/CIS/CIS2007.html|Computationally Intensive Statistics 2010/2011}}; | ||
| * {{http://www.maths.manchester.ac.uk/~pneal/statscomp.html|Statistical Computing 2010/2011}}; | * {{http://www.maths.manchester.ac.uk/~pneal/statscomp.html|Statistical Computing 2010/2011}}; | ||
| + | * {{http://www.lisa.stat.vt.edu/?q=node/1784|Bayesian Methods for Regression in R - Nels Johnson}}; | ||
| + | == Algorítmo EM == | ||
| + | * [[http://www.leg.ufpr.br/~paulojus/EM|Link para diversos artigos e materiais sobre EM]] | ||
| + | * Outros em modelos não lineares: | ||
| + | * [[http://www.jstor.org/stable/2533054|Walker]]: An EM Algorithm for Nonlinear Random Effects Models | ||
| + | * [[http://bmsr.usc.edu/Core%20Research/dzd/6614.pdf|Wang et al.]]: Nonlinear random effects mixture models: Maximum likelihood estimation via the EM algorithm | ||
| + | * [[http://dl.acm.org/citation.cfm?id=1225091|Wang]]: EM algorithms for nonlinear mixed effects models | ||
| + | * [[http://fedc.wiwi.hu-berlin.de/xplore/ebooks/html/csa/node45.html|material online]] | ||
| + | |||
| + | == Reversible Jump == | ||
| + | * {{http://www.scielo.br/pdf/cagro/v33n4/a17v33n4.pdf|Uma abordagem bayesiana para o mapeamento de QTLS utilizando o método MCMC com saltos reversíveis}}; | ||
| + | * {{http://paul.troughton.org/publications/ar_rev.pdf|A Reversible Jump Sampler for Autoregressive Time Series Employing Full Conditionals to Achieve Effcient Model Space Moves}}; | ||
| + | * {{http://classes.soe.ucsc.edu/bme280b/Spring04/journalClubArticleApr30BernardSuh.pdf|Bayesian Phylogenetic Model Selection Using Reversible Jump Markov Chain Monte Carlo}}; | ||
| + | * {{http://homepages.ecs.vuw.ac.nz/~sergio/talks/rjmcmc.pdf|A tutorial on Bayesian inference for variable dimension models}}; | ||
| + | * {{http://www.people.fas.harvard.edu/~spirling/documents/TASproof.pdf|"Turning Points" in the Iraq Conflict: Reversible Jump Markov Chain Monte Carlo in Political Science}}; | ||
| + | * {{http://www.est.ufpr.br/rt/ehlb02.pdf|Efficient Construction of Reversible Jump MCMC Proposals for Autoregressive Time Series Models}}; | ||
| + | * {{http://faculty.chicagobooth.edu/hedibert.lopes/teaching/BayesianEconometrics/rjmcmc.pdf|A note on Reversible Jump Markov Chain Monte Carlo}}; | ||
| + | * {{http://www.bioss.ac.uk/~dirk/talks/rjmcmc_jc_mar05.pdf|Reversible Jump MCMC}}; | ||
| + | * {{http://www.maths.bris.ac.uk/~mapjg/papers/RJMCMCBka.pdf|Reversible jump Markov chain Monte Carlo computation and Bayesian model determination}}; | ||
| + | * {{http://www.dcs.gla.ac.uk/inference/SERRS/Code.html|Code for Reversible Jump MCMC and related experiments}}; | ||
| + | * {{http://www.kev-smith.com/tutorial/rjmcmc.php|RJMCMC Tutorial}}; | ||
