@article{neal2003slice,
title={Slice Sampling},
author={Neal, Radford M},
journal={The Annals of Statistics},
pages={705--741},
year={2003},
publisher={JSTOR}
}
@article{gilks1992adaptive,
title={Adaptive Rejection Sampling for Gibbs Sampling},
author={Gilks, Walter R and Wild, Pascal},
journal={Applied Statistics},
pages={337--348},
year={1992},
publisher={JSTOR}
}
@article{geman1984stochastic,
title={Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images},
author={Geman, Stuart and Geman, Donald},
journal={Pattern Analysis and Machine Intelligence, IEEE Transactions on},
number={6},
pages={721--741},
year={1984},
publisher={IEEE}
}
@Manual{mahani2014mfusampler,
title = {MfUSampler: Multivariate-from-Univariate (MfU) MCMC Sampler},
author = {Alireza S. Mahani and Mansour T.A. Sharabiani},
year = {2015},
note = {R package version 0.9.2},
}
@article{thomas2006making,
title={Making BUGS Open},
author={Andrew Thomas and Bob O'Hara and Uwe Ligges and Sibylle Sturtz},
sthsth={Andrew Thomas and others},
journal={R News},
volume={6},
number={1},
pages={12--17},
year={2006}
}
@Manual{plummer-jags,
author = {Martyn Plummer},
title = {JAGS: Just Another Gibbs Sampler, Version 3.4.0},
year = {2013},
url = {http://mcmc-jags.sourceforge.net/}
}
@article{girolami2011riemann,
title={Riemann Manifold Langevin and Hamiltonian Monte Carlo Methods},
author={Girolami, Mark and Calderhead, Ben},
journal={Journal of the Royal Statistical Society B (Statistical Methodology)},
volume={73},
number={2},
pages={123--214},
year={2011},
publisher={John Wiley \& Sons Online Library}
}
@article{hastings1970monte,
title={Monte Carlo Sampling Methods Using Markov Chains and Their Applications},
author={Hastings, W Keith},
journal={Biometrika},
volume={57},
number={1},
pages={97--109},
year={1970},
publisher={Biometrika Trust}
}
@article{mahani2015expander,
title={Expander Framework for Generating High-Dimensional GLM Gradient and Hessian from Low-Dimensional Base Distributions: R Package RegressionFactory},
author={Mahani, Alireza S and Sharabiani, Mansour TA},
journal={arXiv preprint arXiv:1501.06111},
year={2015}
}
@article{qi2002hessian,
title={Hessian-Based Markov Chain Monte-Carlo Algorithms},
author={Qi, Yuan and Minka, Thomas P},
year={2002},
journal={1st Cape Cod Workshop on Monte Carlo Methods},
publisher={Citeseer}
}
@article{gamerman1997sampling,
title={Sampling from the Posterior Distribution in Generalized Linear Mixed Models},
author={Gamerman, Dani},
journal={Statistics and Computing},
volume={7},
number={1},
pages={57--68},
year={1997},
publisher={Springer-Verlag}
}
@book{MATLAB:2014,
year = {2014},
author = {MATLAB},
title = {Release 2014b},
publisher = {The MathWorks Inc.},
address = {Natick, Massachusetts}
}
@phdthesis{thompson2011slice,
title={Slice Sampling with Multivariate Steps},
author={Thompson, Madeleine B},
year={2011},
school={University of Toronto}
}
@book{nelder1972generalized,
title={Generalized Linear Models},
author={Nelder, John A and Baker, RJ},
year={1972},
publisher={John Wiley \& Sons Online Library}
}
@article{sobehart2000moody,
title={Moody's Public Firm Risk Model: A Hybrid Approach to Modeling Short-Term Default Risk},
author2={Jorge R Sobehart and Roger Stein and Victoriya Mikityanskaya and Li Li},
author={Jorge R Sobehart and others},
journal={Moody's Investors Service, Global Credit Research, Rating Methodology, March},
year={2000}
}
@article{azar2011immunologic,
title={Immunologic Profile of Excessive Body Weight},
author2={Sharabiani, Mansour Taghavi Azar and Vermeulen, Roel and Scoccianti, Chiara and Hosnijeh, Fatemeh Saberi and Minelli, Liliana and Sacerdote, Carlotta and Palli, Domenico and Krogh, Vittorio and Tumino, Rosario and Chiodini, Paolo and others},
author={Mansour Taghavi Azar Sharabiani and others},
journal={Biomarkers},
volume={16},
number={3},
pages={243--251},
year={2011},
publisher={Informa Healthcare London}
}
@book{gelman2007data,
title={Data Analysis Using Regression and Multilevel/Hierarchical Models},
author={Gelman, Andrew and Hill, Jennifer},
year={2007},
publisher={Cambridge University Press}
}
@book{peter2005bayesian,
title={Bayesian Statistics and Marketing},
author2={Peter E. Rossi and Allenby, Greg M and McCulloch, Robert Edward},
author={Peter E. Rossi and others},
year={2005},
publisher={John Wiley \& Sons}
}
@book{mcculloch2006generalized,
title={Generalized Linear Mixed Models},
author={McCulloch, Charles E},
year={2006},
publisher={John Wiley \& Sons Online Library}
}
@book{nocedal2006book,
title={Numerical Optimization},
series={Springer Series in Operations Research and Financial Engineering},
author={Nocedal, Jorge and Wright, Stephen J},
year={2006},
publisher={Springer-Verlag}
}
@inbook{nocedal2006optim,
title={Numerical Optimization},
series={Springer Series in Operations Research and Financial Engineering},
author={Nocedal, Jorge and Wright, Stephen J},
year={2006},
publisher={Springer-Verlag},
chapter={3}
}
@article{roberts1999convergence,
title={Convergence of Slice Sampler Markov Chains},
author={Roberts, Gareth O and Rosenthal, Jeffrey S},
journal={Journal of the Royal Statistical Society B (Statistical Methodology)},
volume={61},
number={3},
pages={643--660},
year={1999},
publisher={John Wiley \& Sons Online Library}
}
@article{geweke2001bayesian,
title={Bayesian Estimation of State-Space Models Using the Metropolis--Hastings Algorithm Within Gibbs Sampling},
author={Geweke, John and Tanizaki, Hisashi},
journal={Computational Statistics \& Data Analysis},
volume={37},
number={2},
pages={151--170},
year={2001},
publisher={Elsevier}
}
@Article{thompson2011compare,
title = {Introduction to {SamplerCompare}},
author = {Madeleine B. Thompson},
journal = {Journal of Statistical Software},
year = {2011},
volume = {43},
number = {12},
pages = {1--10},
url = {http://www.jstatsoft.org/v43/i12/},
}
@article{hoffman2014no,
title={The No-U-Turn Sampler: Adaptively Setting Path Lengths in Hamiltonian Monte Carlo},
author={Hoffman, Matthew D and Gelman, Andrew},
journal={The Journal of Machine Learning Research},
volume={15},
number={1},
pages={1593--1623},
year={2014},
publisher={JMLR. org}
}
@misc{stan-software:2014,
author = {{Stan Development Team}},
year = {2014},
title = {Stan: A C++ Library for Probability and Sampling,
Version 2.5.0},
url = {http://mc-stan.org/}
}
@article{duane1987hybrid,
title={Hybrid Monte Carlo},
author={Duane, Simon and others},
author2={Duane, Simon and Kennedy, Anthony D and Pendleton, Brian J and Roweth, Duncan},
journal={Physics letters B},
volume={195},
number={2},
pages={216--222},
year={1987},
publisher={Elsevier}
}
@Manual{regfacpackage,
title = {RegressionFactory: Expander Functions for Generating Full Gradient and Hessian from
Single- and Multi-Slot Base Distributions},
author = {Alireza S. Mahani and Mansour T.A. Sharabiani},
year = {2015},
note = {R package version 0.7.1},
url = {http://CRAN.R-project.org/package=RegressionFactory},
}
@Manual{numDeriv2012package,
title = {numDeriv: Accurate Numerical Derivatives},
author = {Paul Gilbert and Ravi Varadhan},
year = {2012},
note = {R package version 2012.9-1},
url = {http://CRAN.R-project.org/package=numDeriv},
}
@Manual{hasan2014mnlogit,
title = {mnlogit: Multinomial Logit Model},
author = {Asad Hasan and Wang Zhiyu and Alireza S. Mahani},
year = {2014},
note = {R package version 1.2.0},
url = {http://CRAN.R-project.org/package=mnlogit},
}
@book{bishop2006pattern,
title={Pattern recognition and machine learning},
author={Bishop, Christopher M},
year={2006},
publisher={springer}
}
@article{roberts2009examples,
title={Examples of adaptive MCMC},
author={Roberts, Gareth O and Rosenthal, Jeffrey S},
journal={Journal of Computational and Graphical Statistics},
volume={18},
number={2},
pages={349--367},
year={2009},
publisher={Taylor \& Francis}
}
@article{gilbert1991positive,
title={Positive definite matrices and Sylvester's criterion},
author={Gilbert, George T},
journal={American Mathematical Monthly},
pages={44--46},
year={1991},
publisher={JSTOR}
}
@article{good2002extensions,
title={Extensions of the concept of exchangeability and their applications},
author={Good, Phillip I},
journal={Journal of Modern Applied Statistical Methods},
volume={1},
number={2},
pages={34},
year={2002}
}
@article{thompson2010comparison,
title={A comparison of methods for computing autocorrelation time},
author={Thompson, Madeleine B},
journal={arXiv preprint arXiv:1011.0175},
year={2010}
}
