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  • Search: person:"Perrakis, Konstantinos"
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Finite normal mixtures 1 Importance sampling 1 Marginal likelihood estimation 1 Marginal posterior 1 Random effect models 1 Rao–Blackwellization 1
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Undetermined 2
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Article 2
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Undetermined 2
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Perrakis, Konstantinos 2 Cools, Mario 1 Janssens, Davy 1 Karlis, Dimitris 1 Ntzoufras, Ioannis 1 Tsionas, Efthymios G. 1
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Computational Statistics & Data Analysis 1 Journal of the Royal Statistical Society Series A 1
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RePEc 2
Showing 1 - 2 of 2
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Bayesian inference for transportation origin–destination matrices: the Poisson–inverse Gaussian and other Poisson mixtures
Perrakis, Konstantinos; Karlis, Dimitris; Cools, Mario; … - In: Journal of the Royal Statistical Society Series A 178 (2015) 1, pp. 271-296
type="main" xml:id="rssa12057-abs-0001" <title type="main">Summary</title> <p>Transportation origin–destination analysis is investigated through the use of Poisson mixtures by introducing covariate-based models which incorporate different transport modelling phases and also allow for direct probabilistic inference on link...</p>
Persistent link: https://www.econbiz.de/10011148438
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On the use of marginal posteriors in marginal likelihood estimation via importance sampling
Perrakis, Konstantinos; Ntzoufras, Ioannis; Tsionas, … - In: Computational Statistics & Data Analysis 77 (2014) C, pp. 54-69
The efficiency of a marginal likelihood estimator where the product of the marginal posterior distributions is used as an importance sampling function is investigated. The approach is generally applicable to multi-block parameter vector settings, does not require additional Markov Chain Monte...
Persistent link: https://www.econbiz.de/10010785337
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