Bayesian Missing Data Problems

EM, Data Augmentation and Noniterative Computation

Ming T. Tan, Guo-Liang Tian, Kai Wang Ng (Autoren)

Buch | Softcover

346 Seiten

2019
Chapman & Hall/CRC (Verlag)
9780367385309 (ISBN)

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Bayesian Missing Data Problems: EM, Data Augmentation and Noniterative Computation presents solutions to missing data problems through explicit or noniterative sampling calculation of Bayesian posteriors. The methods are based on the inverse Bayes formulae discovered by one of the author in 1995. Applying the Bayesian approach to important real-world problems, the authors focus on exact numerical solutions, a conditional sampling approach via data augmentation, and a noniterative sampling approach via EM-type algorithms.

After introducing the missing data problems, Bayesian approach, and posterior computation, the book succinctly describes EM-type algorithms, Monte Carlo simulation, numerical techniques, and optimization methods. It then gives exact posterior solutions for problems, such as nonresponses in surveys and cross-over trials with missing values. It also provides noniterative posterior sampling solutions for problems, such as contingency tables with supplemental margins, aggregated responses in surveys, zero-inflated Poisson, capture-recapture models, mixed effects models, right-censored regression model, and constrained parameter models. The text concludes with a discussion on compatibility, a fundamental issue in Bayesian inference.

This book offers a unified treatment of an array of statistical problems that involve missing data and constrained parameters. It shows how Bayesian procedures can be useful in solving these problems.

Ming T. Tan is Professor of Biostatistics in the Department of Epidemiology and Preventive Medicine at the University of Maryland School of Medicine and Director of the Division of Biostatistics at the University of Maryland Greenebaum Cancer Center. Guo-Liang Tian is Associate Professor in the Department of Statistics and Actuarial Science at the University of Hong Kong. Kai Wang Ng is Professor and Head of the Department of Statistics and Actuarial Science at the University of Hong Kong.

Introduction. Optimization, Monte Carlo Simulation and Numerical Integration. Exact Solutions. Discrete Missing Data Problems. Computing Posteriors in the EM-Type Structures. Constrained Parameter Problems. Checking Compatibility and Uniqueness. Appendix. References. Indices.

Erscheinungsdatum	30.09.2019
Sprache	englisch
Maße	156 x 234 mm
Gewicht	453 g
Themenwelt	Mathematik / Informatik ► Mathematik
Themenwelt	Naturwissenschaften ► Biologie
ISBN-13	9780367385309 / 9780367385309
Zustand	Neuware