2,842 research outputs found
A partially collapsed Gibbs sampler for Bayesian quantile regression
We introduce a set of new Gibbs sampler for Bayesian analysis of quantile re-gression model. The new algorithm, which partially collapsing an ordinary Gibbs sampler, is called Partially Collapsed Gibbs (PCG) sampler. Although the Metropolis-Hastings algorithm has been employed in Bayesian quantile regression, including
median regression, PCG has superior convergence properties to an ordinary Gibbs sampler. Moreover, Our PCG sampler algorithm, which is based on a theoretic derivation of an asymmetric Laplace as scale mixtures of normal distributions,
requires less computation than the ordinary Gibbs sampler and can significantly reduce the computation involved in approximating the Bayes Factor and marginal likelihood. Like the ordinary Gibbs sampler, the PCG sample can also be used
to calculate any associated marginal and predictive distributions. The quantile regression PCG sampler is illustrated by analysing simulated data and the data of length of stay in hospital. The latter provides new insight into hospital perfor-mance. C-code along with an R interface for our algorithms is publicly available
on request from the first author.
JEL classification: C11, C14, C21, C31, C52, C53
Mary Hester Gibbs Article
A letter to the editor about Mary Hester Gibbs, the great grandmother of the author, Doris J. Millican
Other title: Report on Federal Awards in Accordance with OMB Circular A-133 : for the Year Ended June 30, 2004, with Independent Auditors' Reports
application/pdf; "April 2005."; "A Report to the Legislative Post Audit Committee"--Cover.; Report was also conducted by Allen, Gibbs & Houlik, L.C
A Hamilton-Jacobi point of view on mean-field Gibbs-non-Gibbs transitions
We study the loss, recovery, and preservation of differentiability of time-dependent large deviation rate functions. This study is motivated by mean-field Gibbs-non-Gibbs transitions. The gradient of the rate-function evolves according to a Hamiltonian flow. This Hamiltonian flow is used to analyze the regularity of the time-dependent rate function, both for Glauber dynamics for the Curie-Weiss model and Brownian dynamics in a potential. We extend the variational approach to this problem of time-dependent regularity in order to include Hamiltonian trajectories with a finite lifetime in closed domains with a boundary. This leads to new phenomena, such a recovery of smoothness. We hereby create a new and unifying approach for the study of mean-field Gibbs-non-Gibbs transitions, based on Hamiltonian dynamics and viscosity solutions of Hamilton-Jacobi equations
Blind deconvolution of sparse pulse sequences under a minimum distance constraint: a partially collapsed Gibbs sampler method
For blind deconvolution of an unknown sparse sequence convolved with an unknown pulse, a powerful Bayesian method employs the Gibbs sampler in combination with a Bernoulli–Gaussian prior modeling sparsity. In this paper, we extend this method by introducing a minimum distance constraint for the pulses in the sequence. This is physically relevant in applications including layer detection, medical imaging, seismology, and multipath parameter estimation. We propose a Bayesian method for blind deconvolution that is based on a modified Bernoulli–Gaussian prior including a minimum distance constraint factor. The core of our method is a partially collapsed Gibbs sampler (PCGS) that tolerates and even exploits the strong local dependencies introduced by the minimum distance constraint. Simulation results demonstrate significant performance gains compared to a recently proposed PCGS. The main advantages of the minimum distance constraint are a substantial reduction of computational complexity and of the number of spurious components in the deconvolution result
Other title: Kansas Public Employees Retirement System's funding situation Other title: KPERS funding situation
"February 2010."; "A report to the Legislative Post Audit Committee by the joint venture of Allen Gibbs & Houlik and Berberich Trahan & Co., audit firms under contract with the Legislative Division of Post Audit, State of Kansas"-- Cover
Allen Grove Estate, North Ryde [cartographic material] : for sale on the ground Saturday 9th April 1892 at 3 p.m. /
Sales plan for land in North Ryde in Sydney, New South Wales, bounded by Government Road, Lane Cove Road, Cox's Road and Allen Street.; "Terms liberal."; "Dawson and Dawson, licensed surveyors under Real Property Act, 88 Pitt St."; North is oriented slightly to the right.; Also available in an electronic version via the internet at: http://nla.gov.au/nla.map-lfsp2466. Inset: Local sketch
Dr. Gibbs Returns To Civilian Life
Photograph used for a story in the Oklahoma Times newspaper. Caption: "Dr. and Mrs. Allen G. Gibbs and their 6-year-old son, Allen Gilbert Gibbs jr., 2321 NW 25, have just about settled back to normal following Dr. Gibbs' return from the Pacific the of November.
Consolidated Records of Gibbs Bright & Co., first accession
This record was harvested from a previous catalogue system and will be withdrawn in 2025. Information in this record may be superseded or incomplete. Visit this record in UMA's new catalogue at: https://archives.library.unimelb.edu.au/nodes/view/66030Minutes; legal documents; trusts; business agreements; marriage settlement certificates; correspondence: private series, private management series, general, English private series, colonial series; annual reports, accounts; financial papers; staff papers; A.E. Bright papers; R. Bright papers; T.A. Allen correspondence; G.F. Bell correspondence; other company papers including Queensland Pastoral Co., Australian Pastoral Co., Rover Tin Mining Co., Pioneer Tin Mining Co. Ltd., Lancefield Gold Mine Co., Sulphide Corporation, Lake George Mines, Anson's Bay Timber Co., Hardwoods Australia, Particle Board Co.
The finding aid attached is a list of the contents of the boxes as indicated on the front of each box. The volumes are still to be listed. The most useful way to search the list is by date.110030
Consolidation: [1980.0115] "Consolidated Records of Gibbs Bright & Co., first accession
Gibbs-Non-Gibbs Transitions via Large Deviations: Computable Examples
We give new and explicitly computable examples of Gibbs-non-Gibbs transitions of mean-field type, using the large deviation approach introduced in (van Enter et al. in Mosc. Math. J. 10:687–711, 2010). These examples include Brownian motion with small variance and related diffusion processes, such as the Ornstein-Uhlenbeck process, as well as birth and death processes. We show for a large class of initial measures and diffusive dynamics both short-time conservation of Gibbsianness and dynamical Gibbs-non-Gibbs transitions.Delft Institute of Applied MathematicsElectrical Engineering, Mathematics and Computer Scienc
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