Bayesian Reading Group – Department of
Statistics – University of Missouri – Columbia
Winter 2008
Tuesdays – 3:30-4:30 pm
211 Middlebush Hall
Previous semester: Fall 2007
Jan 29 – Marco Ferreira
Marco A. R. Ferreira and Marc A. Suchard, Bayesian Analysis
of Elapsed Times in Continuous-Time Markov Chains, to appear in
the Canadian Journal of Statistics.
Feb 5 – Hedibert Lopes
Hedibert Lopes, Robert McCulloch and Ruey Tsay, Choleski
Stochastic Volatility.
Feb 19 – Chong He
Z. Zhu and Y. Liu, Estimating Spatial Covariance using Penalized Likelihood with Weighted L_1 Penalty.
Feb 26 – Dongchu Sun
Formal Rule of Reference Priors
Mar 4 – Paul Speckman
Multiplicative Decorrelating Steps
Mar 11 –
Mar 18 – Chin-I
Andrew Gelman (2006), Prior distributions for variance parameters in hierarchical models, Bayesian Analysis 1, pp. 515–533
Apr 1 – Jing Qiu
Hwang,
Qiu and Zhao "Empirical Bayes Confidence Intervals Shrinking Both Means
and Variances", invited revision by JRSSB.
Apr 8 – Luyan Dai
Borus Jungbacker and Siem Jan
Koopman, Monte Carlo Estimation for
Nonlinear Non-Gaussian State Space Models,
Biometrika 2007 94: 827-839.
Apr 15 – Sakis Micheas
Shape
Classification problems under complex elliptical distributions
Apr 22 – Yu (Ryan) Yue
Wang, Xiaohui; Ray, Shubhankar;
Mallick, Bani K. (2007)
Bayesian Curve Classification Using Wavelets, JASA, pp. 962-973(12)
Apr 29 – Jing Zhang
Xiaoping Jin, Sudipto Banerjee and
Bradley P. Carlin (2007), Order-free
co-regionalized areal data models with application to multiple-disease mapping,
JRSS-B
May 6 – Shawn Ni
Professors interested in presenting their own papers or papers by others are very welcome.
Students interested in presenting papers may talk with their advisors about which paper to present.
Below are some suggestions of papers that came out recently:
Some possible papers to be discussed:
Biometrika:
Ajay Jasra, David A. Stephens, and Christopher C. Holmes
Population-Based Reversible Jump Markov Chain
Monte Carlo
Biometrika 2007 94: 787-807
Jason A. Duan, Michele Guindani, and Alan E. Gelfand
Generalized Spatial Dirichlet Process Models
Biometrika 2007 94: 809-825
Borus Jungbacker and Siem Jan Koopman
Monte Carlo Estimation for Nonlinear
Non-Gaussian State Space Models
Biometrika 2007 94: 827-839;
JRSS-B, Feb 2008:
Clustering using objective functions and stochastic search
James G. Booth, George Casella and James P. Hobert
pages 119-139
Annals of Statistics, Dec 2007:
Accelerated convergence for nonparametric regression with coarsened
predictors
Aurore Delaigle, Peter Hall and Hans-Georg
Muller; 2639-2653
Annals of Stats, Oct 2007:
Spatial aggregation of local likelihood estimates with applications to
classification
Denis Belomestny and Vladimir Spokoiny;
2287-2311
On optimality of Bayesian testimation in the normal means problem
Felix Abramovich, Vadim Grinshtein and Marianna
Pensky; 2261-2286
JASA
Volume 102, Number 477, March 2007
Prediction of U.S. Cancer
Mortality Counts Using Semiparametric Bayesian Techniques
pp. 7-15(9)
Authors: Ghosh, Kaushik; Tiwari,
Ram C.
A Unified Semiparametric Framework
for Quantitative Trait Loci Analyses, With Application to Spike Phenotypes
pp. 56-67(12)
Authors: Jin, Chunfang; Fine,
Jason P.; Yandell, Brian S.
A Simple Risk-Adjusted
Exponentially Weighted Moving Average
pp. 140-152(13)
Authors: Grigg, Olivia;
Spiegelhalter, David
Mixed Hidden Markov Models: An
Extension of the Hidden Markov Model to the Longitudinal Data Setting
pp. 201-210(10)
Author: Altman, Rachel MacKay
Approximate Likelihood for Large
Irregularly Spaced Spatial Data
pp. 321-331(11)
Author: Fuentes, Montserrat
Strictly Proper Scoring Rules,
Prediction, and Estimation
pp. 359-378(20)
Authors: Gneiting, Tilmann;
Raftery, Adrian E.
JRSS-B
September 2007 - Vol. 69 Issue 4
Convergence rates and asymptotic
standard errors for Markov chain Monte Carlo algorithms for Bayesian probit
regression
Vivekananda Roy and James P.
Hobert
pages 607–623
Controlling the reinforcement in
Bayesian non-parametric mixture models
Antonio Lijoi, RamsŽs H. Mena and
Igor PrŸnster
pages 715–740
JRSS-B
June 2007 - Vol. 69 Issue 3
Mixture cure survival models with
dependent censoring
Yi Li, Ram C. Tiwari and Subharup
Guha
pages 285–306
JRSS-B
April 2007 - Vol. 69 Issue 2
An optimal experimental design
criterion for discriminating between non-normal models
J. L—pez-Fidalgo, C. Tommasi and
P. C. Trandafir
pages 231–242
Probabilistic forecasts, calibration
and sharpness
Tilmann Gneiting, Fadoua
Balabdaoui and Adrian E. Raftery
pages 243–268
Inference and model choice for
sequentially ordered hidden Markov models
Nicolas Chopin
pages 269–284
ANNALS OF STATISTICS
2007 - Volume 35, Number 2
Posterior convergence rates of
Dirichlet mixtures at smooth densities
Subhashis Ghosal and Aad van der Vaart; 697-723
On the design-consistency property
of hierarchical Bayes estimators in finite population sampling
P. Lahiri and Kanchan Mukherjee;
724-737
On rates of convergence for
posterior distributions in infinite-dimensional models
Stephen G. Walker, Antonio Lijoi
and Igor PrŸnster; 738-746
ANNALS OF STATISTICS
2007 - Volume 35, Number 1
Convergence rates of posterior distributions
for noniid observations
Subhashis Ghosal and Aad van der Vaart; 192-223
Convergence of adaptive mixtures
of importance sampling schemes
R. Douc, A. Guillin, J.-M. Marin and C. P. Robert; 420-448
BIOMETRIKA 2007
Kenneth Falconer and Carmen
Fern‡ndez
Inference on fractal processes
using multiresolution approximation
Biometrika 2007 94: 313-334;
Jeremy E. Oakley and Anthony
O'Hagan
Uncertainty in prior elicitations:
a nonparametric approach
Biometrika 2007 94: 427-441;
T. Ando
Bayesian predictive information
criterion for the evaluation of hierarchical Bayesian and empirical Bayes
models
Biometrika 2007 94: 443-458
JOURNAL OF ECONOMETRICS 2007
Volume 138, Issue 2
Information optimality and
Bayesian modelling
Pages 405-429
Bertrand Clarke