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Adaptive mixture of Student-t distributions as a flexible candidate distribution for efficient simulation: the R package AdMit

Ardia, David ; Hoogerheide, Lennart F. ; van Dijk, Herman K.

In: Journal of Statistical Software, 2009, vol. 29, no. 3, p. 1-32

This paper presents the R package AdMit which provides flexible functions to approximate a certain target distribution and to efficiently generate a sample of random draws from it, given only a kernel of the target density function given only a kernel of the target density function. The core algorithm consists of the function AdMit which fits an adaptive mixture of Student-t distributions to...

The AdMit Package

Ardia, David ; Hoogerheide, Lennart F. ; van Dijk, Herman K.

This short note presents the R package AdMit which provides flexible functions to approximate a certain target distribution and to efficiently generate a sample of random draws from it, given only a kernel of the target density function. The estimation procedure is fully automatic and thus avoids the time-consuming and difficult task of tuning a sampling algorithm. To illustrate the use of the...

Bayesian analysis for mixtures of autoregressive components with application to financial market volatility

Sampietro, Stefano ; Arbia, Giuseppe (Dir.)

Thèse de doctorat : Università della Svizzera italiana, 2004 ; 2004ECO004.

This thesis presents a Bayesian analysis of a non-linear time series model. In particular, we deal with a mixture of normal distributions whose means are linear functions of the past values of the observed variable. Since the component densities of the mixture can be viewed as the conditional distributions of different Gaussian autoregressive models, the model is referred as mixture of...

Bayesian Divergence-Time Estimation with Genome-Wide Single-Nucleotide Polymorphism Data of Sea Catfishes (Ariidae) Supports Miocene Closure of the Panamanian Isthmus

Stange, Madlen ; Sánchez-Villagra, Marcelo R. ; Salzburger, Walter ; Matschiner, Michael ; Hahn, Matthew ; Hahn, Matthew

In: Systematic Biology, 2018, vol. 67, no. 4, p. 681-699

Bayesian Phylogenetic Estimation of Clade Ages Supports Trans-Atlantic Dispersal of Cichlid Fishes

Matschiner, Michael ; Musilová, Zuzana ; Barth, Julia M. I. ; Starostová, Zuzana ; Salzburger, Walter ; Steel, Mike ; Bouckaert, Remco

In: Systematic Biology, 2017, vol. 66, no. 1, p. 3-22

Biometrika Centenary: Theory and general methodology

Davison, A. C.

In: Biometrika, 2001, vol. 88, no. 1, p. 13-52

Does prospective payment increase hospital (in)efficiency? Evidence from the Swiss hospital sector

Widmer, Philippe

In: The European Journal of Health Economics, 2015, vol. 16, no. 4, p. 407-419

Estimating Age-Dependent Extinction: Contrasting Evidence from Fossils and Phylogenies

Hagen, Oskar ; Andermann, Tobias ; Quental, Tiago B. ; Antonelli, Alexandre ; Silvestro, Daniele ; Alfaro, Michael ; Alfaro, Michael

In: Systematic Biology, 2018, vol. 67, no. 3, p. 458-474

Estimating Copulas for Insurance from Scarce Observations, Expert Opinion and Prior Information: A Bayesian Approach

Arbenz, Philipp ; Canestraro, Davide

In: ASTIN Bulletin, 2012, vol. 42, no. 1, p. 271-290

Hierarchical prediction errors in midbrain and septum during social learning

Diaconescu, Andreea O. ; Mathys, Christoph ; Weber, Lilian A. E. ; Kasper, Lars ; Mauer, Jan ; Stephan, Klaas E.

In: Social Cognitive and Affective Neuroscience, 2017, vol. 12, no. 4, p. 618-634