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  • Search: subject:"Marginal likelihood estimation"
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Year of publication
Subject
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EM algorithm 3 GLS estimation 3 adaptive quadrature 3 factor analysis 3 item response theory 3 latent variables 3 marginal likelihood estimation 3 monte carlo integration 3 Assessment 2 Bayesian weak merging 2 Compound experiments 2 Frequentist strong merging 2 Latent distribution 2 Maximum marginal likelihood estimation 2 Psychology 2 Shrinkage estimation 2 Social Sciences 2 Statistical Theory and Methods 2 Statistics for Social Science, Behavorial Science, Education, Public Policy, and Law 2 Testing and Evaluation 2 Finite normal mixtures 1 Frequentist strong merging Hyper-parameter oracle value 1 Hyper-parameter oracle value 1 Importance sampling 1 Marginal likelihood estimation 1 Marginal posterior 1 Random effect models 1 Rao–Blackwellization 1
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Online availability
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Undetermined 3 Free 2
Type of publication
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Article 3 Other 2 Book / Working Paper 1
Language
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Undetermined 4 English 2
Author
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Schilling, Stephen 3 Bock, R. Darrell. 2 Petrone, Sonia 2 Rizzelli, Stefano 2 Rousseau, Judith 2 Scricciolo, Catia 2 Bock, R. 1 Ntzoufras, Ioannis 1 Perrakis, Konstantinos 1 Tsionas, Efthymios G. 1
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Institution
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Université Paris-Dauphine (Paris IX) 1
Published in...
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Computational Statistics & Data Analysis 1 Economics Papers from University Paris Dauphine 1 METRON 1 Psychometrika 1
Source
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RePEc 4 BASE 2
Showing 1 - 6 of 6
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Empirical Bayes methods in classical and Bayesian inference
Scricciolo, Catia; Rousseau, Judith; Rizzelli, Stefano; … - Université Paris-Dauphine (Paris IX) - 2014
Empirical Bayes methods are often thought of as a bridge between classical and Bayesian inference. In fact, in the literature the term empirical Bayes is used in quite diverse contexts and with different motivations. In this article, we provide a brief overview of empirical Bayes methods...
Persistent link: https://www.econbiz.de/10010891137
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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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Empirical Bayes methods in classical and Bayesian inference
Petrone, Sonia; Rizzelli, Stefano; Rousseau, Judith; … - In: METRON 72 (2014) 2, pp. 201-215
Empirical Bayes methods are often thought of as a bridge between classical and Bayesian inference. In fact, in the literature the term empirical Bayes is used in quite diverse contexts and with different motivations. In this article, we provide a brief overview of empirical Bayes methods...
Persistent link: https://www.econbiz.de/10011000676
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High-dimensional maximum marginal likelihood item factor analysis by adaptive quadrature
Bock, R. Darrell.; Schilling, Stephen - 2005
Although the Bock–Aitkin likelihood-based estimation method for factor analysis of dichotomous item response data has important advantages over classical analysis of item tetrachoric correlations, a serious limitation of the method is its reliance on fixed-point Gauss-Hermite (G-H) quadrature...
Persistent link: https://www.econbiz.de/10009476619
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High-dimensional maximum marginal likelihood item factor analysis by adaptive quadrature
Schilling, Stephen; Bock, R. Darrell. - 2005
Although the Bock–Aitkin likelihood-based estimation method for factor analysis of dichotomous item response data has important advantages over classical analysis of item tetrachoric correlations, a serious limitation of the method is its reliance on fixed-point Gauss-Hermite (G-H) quadrature...
Persistent link: https://www.econbiz.de/10009476754
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High-dimensional maximum marginal likelihood item factor analysis by adaptive quadrature
Schilling, Stephen; Bock, R. - In: Psychometrika 70 (2005) 3, pp. 533-555
Persistent link: https://www.econbiz.de/10005757917
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