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| Mark Irwin | |
Statistics 221 - Articles
Articles
Monte Carlo
- Casella G and George EI (1992). Explaining the Gibbs Sampler.
American Statistician 46: 167-174.
PDF file.
- Chib S and Greenberg E (1995). Understanding the
Metropolis-Hastings Algorithm. American Statistician 49:327-335.
PDF file.
- Flury BD (1990). Acceptance-rejection Sampling Made Easy. Siam
Review 32: 474-476.
PDF file.
- Hastings WK (1970). Monte Carlo Sampling Methods Using Markov
Chains and Their Applications. Biometrika 1: 97-109.
PDF file.
- Irwin M, Cox N, and Kong A (1994). Sequential Imputation for
Multilocus Linkage Analysis. Proceedings of the National Academy of
Sciences of the USA 91: 11684-11688.
PDF file.
- Irwin ME, Cressie N, and Johannesson G (2002). Spatial-temporal
nonlinear filtering based on hierarchical statistical models (with
discussion). Test 11:249-302.
PDF
file.
- Kong A, Liu JS, and Wong WH (1994). Sequential Imputations and
Bayesian Missing Data Problems. JASA 89: 278-288.
PDF file.
- Metropolis N, Rosenbluth AW, Rosenbluth MN, Teller AH, and Teller E
(1953). Equations of State Calculations by Fast Computings Machines.
Journal of Chemical Physics 21: 1087-1092.
- van der Merwe R, Doucet A, de Freitas N, and Wan E (2000). The Unscented Particle Filter. Technical Report CUED/F-INFENG/TR 380, Cambridge University Engineering Department. PDF file.
EM Algorithm and Extentions
- Dempster AP, Laird NM, and Rubin DB (1977). Maximum Likelihood
from Incomplete Data via the EM Algorithm. Journal of the Royal
Statistical Society. Series B 38: 1-38.
PDF file.
- Louis TA (1982). Finding the Observed Information Matrix when
Using the EM Algorithm. Journal of the Royal Statistical Society. Series
B 44: 226-233.
PDF file.
- Meng XL and Rubin DB (1991). Using EM to Obtain Asymptotic
Variance-Covariance Matrices: The SEM Algorithm. JASA 86:
899-909.
PDF file.
- Meng XL and Rubin DB (1993). Maximum Likelihood Estimation via the
ECM Algorithm: A General Framework. Biometrika 80: 267-278.
PDF file.
- Wu CFJ (1983). On the Convergence Properties of the EM Algorithm.
The Annals of Statistics 11:95-103.
PDF file.
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