A Markov chain Monte Carlo algorithm for multiple imputation in large surveys
نویسندگان
چکیده
منابع مشابه
Markov Chain Monte Carlo Multiple Imputation for Incomplete ITS Data Using Bayesian Networks
The rich ITS data is a precious resource for transportation researchers and practitioners. However, the usability of such resource is greatly limited by the issue of data missing. A lot of imputation methods have been proposed in the past decade. However, some issues are still not or not sufficiently addressed. For example, the missing of entire records, temporal correlation in observations, na...
متن کاملMarkov Chain Monte Carlo
Markov chain Monte Carlo is an umbrella term for algorithms that use Markov chains to sample from a given probability distribution. This paper is a brief examination of Markov chain Monte Carlo and its usage. We begin by discussing Markov chains and the ergodicity, convergence, and reversibility thereof before proceeding to a short overview of Markov chain Monte Carlo and the use of mixing time...
متن کاملMarkov Chain Monte Carlo
This paper gives a brief introduction to Markov Chain Monte Carlo methods, which offer a general framework for calculating difficult integrals. We start with the basic theory of Markov chains and build up to a theorem that characterizes convergent chains. We then discuss the MetropolisHastings algorithm.
متن کاملMarkov chain Monte Carlo
One of the simplest and most powerful practical uses of the ergodic theory of Markov chains is in Markov chain Monte Carlo (MCMC). Suppose we wish to simulate from a probability density π (which will be called the target density) but that direct simulation is either impossible or practically infeasible (possibly due to the high dimensionality of π). This generic problem occurs in diverse scient...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: AStA Advances in Statistical Analysis
سال: 2008
ISSN: 1863-8171,1863-818X
DOI: 10.1007/s10182-008-0053-6