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| - | disciplinas:ce718 [2011/06/07 19:16] paulojus |
|---|---|
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| + | disciplinas:ce718 [2016/07/01 15:23] (atual) paulojus a revisão anterior foi restaurada (2011/09/06 13:32) |
| @@ Linha -30,4 +30,25 @@ | |
| <bibtex> | |
| @book{robert_introducing_2009, | |
| edition = {1}, | |
| title = {Introducing Monte Carlo Methods with R}, | |
| isbn = {9781441915757}, | |
| publisher = {Springer Verlag}, | |
| author = {Christian P. Robert and George Casella}, | |
| month = dec, | |
| year = {2009} | |
| }, | |
| @book{gamerman_markov_2006, | |
| edition = {2}, | |
| title = {Markov Chain Monte Carlo: Stochastic Simulation for Bayesian Inference, Second Edition}, | |
| isbn = {1584885874}, | |
| shorttitle = {Markov Chain Monte Carlo}, | |
| publisher = {Chapman and {Hall/CRC}}, | |
| author = {Dani Gamerman and Hedibert F. Lopes}, | |
| month = may, | |
| year = {2006} | |
| }, | |
| @book{albert_bayesian_2009, | |
| @@ Linha -81,14 +102,4 @@ | |
| }, | |
| @book{robert_monte_2004, | |
| @@ Linha -111,4 +122,66 @@ | |
| year = {2006} | |
| } | |
| @book{gentle_handbook_2004, | |
| edition = {1}, | |
| title = {Handbook of Computational Statistics}, | |
| isbn = {3540404643}, | |
| publisher = {Springer}, | |
| author = {{J.E.} Gentle and Wolfgang {HSrdle}}, | |
| month = aug, | |
| year = {2004} | |
| }, | |
| @book{kroese_handbook_2011, | |
| edition = {1}, | |
| title = {Handbook of Monte Carlo Methods}, | |
| isbn = {9780470177938}, | |
| publisher = {Wiley}, | |
| author = {Dirk P. Kroese and Thomas Taimre and Zdravko I. Botev}, | |
| month = mar, | |
| year = {2011} | |
| }, | |
| @book{suess_introduction_2010, | |
| edition = {1st Edition.}, | |
| title = {Introduction to Probability Simulation and Gibbs Sampling with R}, | |
| isbn = {{038740273X}}, | |
| publisher = {Springer}, | |
| author = {Eric A. Suess and Bruce E. Trumbo}, | |
| month = jun, | |
| year = {2010} | |
| }, | |
| @book{kalos_monte_2008, | |
| edition = {2}, | |
| title = {Monte Carlo Methods}, | |
| isbn = {{352740760X}}, | |
| publisher = {{Wiley-VCH}}, | |
| author = {Malvin H. Kalos and Paula A. Whitlock}, | |
| month = nov, | |
| year = {2008} | |
| }, | |
| @book{monahan_numerical_2011, | |
| edition = {2}, | |
| title = {Numerical Methods of Statistics}, | |
| isbn = {0521139511}, | |
| publisher = {Cambridge University Press}, | |
| author = {John F. Monahan}, | |
| month = apr, | |
| year = {2011} | |
| }, | |
| @book{gentle_random_2003, | |
| edition = {2nd}, | |
| title = {Random Number Generation and Monte Carlo Methods}, | |
| isbn = {0387001786}, | |
| publisher = {Springer}, | |
| author = {James E. Gentle}, | |
| month = jun, | |
| year = {2003} | |
| } | |
| </bibtex> | |
| @@ Linha -133,3 +206,55 @@ | |
| [[disciplinas:ce718:aberto2011|Página aberta]] para edição pelos participantes do curso. | |
| ===== Links ===== | |
| == Aproximação de Laplace == | |
| * {{http://www.stats.ox.ac.uk/~steffen/teaching/bs2HT9/laplace.pdf|Laplace's Method of Integration - Ste en Lauritzen}}; | |
| * {{http://www.stanford.edu/~mch/harding-hausman-laplace.pdf|Using a Laplace Approximation to Estimate the Random Coefficients Logit Model by Non-linear Least Squares}}; | |
| * {{http://www.cemmap.ac.uk/wps/cwp0601.pdf|USING A LAPLACE APPROXIMATION TO ESTIMATE THE RANDOM COEFFICIENTS LOGIT MODEL BY NON-LINEAR LEAST SQUARES}}; | |
| * {{http://www.cs.berkeley.edu/~jordan/courses/260-spring10/lectures/lecture16.pdf|Laplace approximation review}}; | |
| * {{http://www.cs.toronto.edu/~mackay/itprnn/ps/343.344.pdf|Laplace's Method}}; | |
| * {{http://www.ece.rice.edu/~vc3/elec633/graphical_models_notes_091108.pdf|Laplace Approximation}}; | |
| * {{http://galton.uchicago.edu/~pmcc/pubs/paper26.pdf|Laplace approximation of high dimensional integrals}}; | |
| * {{http://support.sas.com/documentation/cdl/en/statug/63347/HTML/default/viewer.htm#statug_glimmix_a0000001432.htm|Maximum Likelihood Estimation Based on Laplace Approximation}}; | |
| * {{http://statmath.wu.ac.at/research/talks/resources/MultIRT.pdf|Fitting Multidimensional Latent Variable Models using an Efficient Laplace Approximation}}; | |
| * {{http://prin08.uniud.it/tl_files/prin08/upload/papers/2010_3.pdf|LAPLACE APPROXIMATION IN MEASUREMENT ERROR MODELS}}; | |
| * {{http://www.unc.edu/~vangelis/files/sglmmlapl.pdf|Asymptotic inference for Spatial GLMM using high order Laplace approximation}}; | |
| * {{http://www.jstor.org/pss/1390617}}; | |
| * {{http://digitalcommons.unl.edu/cgi/viewcontent.cgi?article=1003&context=statisticsdiss&sei-redir=1#search=%22laplace%20approximation%20integral%22|FULLY EXPONENTIAL LAPLACE APPROXIMATION EM ALGORITHM FOR NONLINEAR MIXED EFFECTS MODELS}}; | |
| * {{http://proquest.umi.com/pqdlink?Ver=1&Exp=07-02-2016&FMT=7&DID=1188875391&RQT=309&attempt=1&cfc=1|Applications of Laplace approximation for hierarchical generalized linear models in educational research}}; | |
| * {{http://people.math.aau.dk/~rw/Undervisning/Topics/Handouts/6.hand.pdf|Computation of the likelihood function for GLMMs}}; | |
| * {{http://www.ansci.wisc.edu/morota/beamer/computing.pdf|Computing: Generalized, Linear, and Mixed Models}}; | |
| * {{http://jmlr.csail.mit.edu/papers/volume12/cseke11a/cseke11a.pdf|Approximate Marginals in Latent Gaussian Models}}; | |
| * {{http://biowww.dfci.harvard.edu/~yili/spa1.pdf|Modeling Spatial Survival Data Using Semiparametric Frailty Models}}; | |
| * {{http://actuaryzhang.com/seminar/topic5_mcmc.pdf|Markov Chain Monte Carlo Methods}}; | |
| * 8-O{{http://dirk.eddelbuettel.com/blog/2011/07/05/#rcppeigen_introduction|Even faster linear model fits with R using RcppEigen}}; | |
| * {{http://dirk.eddelbuettel.com/blog/2011/07/14/#rcpp_gibbs_example|MCMC and faster Gibbs Sampling using Rcpp}}; | |
| * {{http://darrenjw.wordpress.com/2011/07/16/gibbs-sampler-in-various-languages-revisited|Gibbs sampler in various languages (revisited)}}; | |
| == Métodos Monte Carlo == | |
| * {{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.dme.ufrj.br/marina/MCMC.pdf| MCMC - Marina}}; | |
| * {{http://www.maths.bris.ac.uk/~manpw/teaching/folien1.pdf|Monte Carlo Methods: Lecture 1: Introduction - Nick Whiteley}}; | |
| * {{http://www.maths.bris.ac.uk/~manpw/teaching/folien2.pdf|Monte Carlo Methods: Lecture 2: Transformation and Rejection - Nick Whiteley}}; | |
| * {{http://www.maths.bris.ac.uk/~manpw/teaching/folien3.pdf|Monte Carlo Methods: Lecture 3: Importance Sampling - Nick Whiteley}}; | |
| * {{http://www.maths.bris.ac.uk/~manpw/teaching/folien45.pdf|Monte Carlo Methods: Lectures 5 & 6: The Gibbs Sampler - Nick Whiteley}}; | |
| * {{http://www.maths.bris.ac.uk/~manpw/teaching/folien6.pdf|Monte Carlo Methods: Lecture 7: The Metropolis-Hastings Algorithm - Nick Whiteley}}; | |
| * {{http://www.maths.bris.ac.uk/~manpw/teaching/folien78.pdf|Monte Carlo Methods:: Lectures 9 & 10: Combining Kernels, Convergence Diagnostics - Nick Whiteley}}; | |
| * {{http://www.maths.bris.ac.uk/~manpw/teaching/folien9.pdf|Monte Carlo Methods: Reversible Jump MCMC - Nick Whiteley}}; | |
| * {{http://www.maths.bris.ac.uk/~manpw/teaching/notes.pdf|Monte Carlo Methods - Lecture Notes - Edited by Nick Whiteley}}; | |
| * {{http://www.icmc.usp.br/~ehlers/SME0809/praticas/node18.html|Algoritmo de Metropolis-Hastings}}; | |
| * {{http://www.people.fas.harvard.edu/~plam/teaching/methods/mcmc/mcmc.pdf|MCMC Methods: Gibbs Sampling and the Metropolis-Hastings Algorithm - Patrick Lam}}; | |
| * {{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.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]] | |
