Bayesian Analysis

Rejoinder

Daniel Schmidl, Claudia Czado, Sabine Hug, and Fabian J. Theis

Full-text: Open access

Article information

Source
Bayesian Anal., Volume 8, Number 1 (2013), 33-42.

Dates
First available in Project Euclid: 4 March 2013

Permanent link to this document
https://projecteuclid.org/euclid.ba/1362406650

Digital Object Identifier
doi:10.1214/13-BA801REJ

Mathematical Reviews number (MathSciNet)
MR3036252

Zentralblatt MATH identifier
1329.62144

Citation

Schmidl, Daniel; Czado, Claudia; Hug, Sabine; Theis, Fabian J. Rejoinder. Bayesian Anal. 8 (2013), no. 1, 33--42. doi:10.1214/13-BA801REJ. https://projecteuclid.org/euclid.ba/1362406650


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References

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  • Czado, C., Brechmann, E., and Gruber, L. (2013). “Selection of Vine Copulas.” In P. Jaworski, F. D. and Härdle, W. K. (eds.), Copulae in Mathematical and Quantitative Finance. New York: Springer. To appear.
  • Dißmann, J., Brechmann, E., Czado, C., and Kurowicka, D. (2013). “Selecting and estimating regular vine copulae and application to financial returns.” Computational Statistics & Data Analysis, 59: 52–69.
  • Girolami, M. and Calderhead, B. (2011). “Riemann Manifold Langevin and Hamiltonian Monte Carlo methods.” Journal of the Royal Statistical Society - Series B, 123–214.
  • Hairer, M., Stuart, A. M., and Vollmer, S. J. (2011). “Spectral Gaps for a Metropolis-Hastings Algorithm in Infinite Dimensions.” arXiv preprint arXiv:1112.1392v1, 1–38.
  • Hug, S., Raue, A., Hasenauer, J., Bachmann, J., Klingmüller, U., Timmer, J., and Theis, F. J. (2013). “High-Dimensional Bayesian Parameter Estimation : Case Study for a Model of JAK2 / STAT5 Signaling.” submitted to Mathematical Biosciences.
  • Lan, S., Stathopoulos, V., Shahbaba, B., and Girolami, M. (2012). “Lagrangian Dynamical Monte Carlo.” arXiv preprint arXiv:1211.3759.
  • Roberts, G. and Sahu, S. (1997). “Updating schemes, correlation structure, blocking and parameterisation for the Gibbs sampler.” Journal of the Royal Statistical Society, Series B, 59(2): 291—317.
  • Schmidl, D., Hug, S., Li, W., Greiter, M. B., and Theis, F. J. (2012). “Bayesian model selection validates a biokinetic model for zirconium processing in humans.” BMC Systems Biology, 6(95).
  • Wilkinson, D. and Yeung, S. (2002). “Conditional simulation from highly structured Gaussian systems, with application to blocking-MCMC for the Bayesian analysis of very large linear models.” Statistics and Computing, 12(3): 287–300.

See also

  • Related item: Daniel Schmidl, Claudia Czado, Sabine Hug, Fabian J. Theis. A Vine-copula Based Adaptive MCMC Sampler for Efficient Inference of Dynamical Systems. Bayesian Anal., Vol. 8, Iss. 1 (2013) 1–22.