Journal
BAYESIAN STATISTICS IN ACTION, BAYSM 2016
Volume 194, Issue -, Pages 3-9Publisher
SPRINGER INTERNATIONAL PUBLISHING AG
DOI: 10.1007/978-3-319-54084-9_1
Keywords
Bayesian analysis; IBIS algorithm; Marginal likelihood; Particle filter
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Funding
- research grants Coordination for the Improvement of Higher Level Personnel, Brazil [BEX: 0047/13-9]
- Spanish Ministry of Economy and Competitiveness [MTM2016-77501-P]
- Generalitat Valenciana [ACOMP/2015/202]
- Labex ECODEC grant from the Agence Nationale de la Recherche [ANR-11-LABEX-0047]
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Longitudinal modelling is common in the field of Biostatistical research. In some studies, it becomes mandatory to update posterior distributions based on new data in order to perform inferential process on-line. In such situations, the use of posterior distribution as the prior distribution in the new application of the Bayes' theorem is sensible. However, the analytic form of the posterior distribution is not always available and we only have an approximated sample of it, thus making the process not-so-easy. Equivalent inferences could be obtained through a Bayesian inferential process based on the set that integrates the old and new data. Nevertheless, this is not always a real alternative, because it may be computationally very costly in terms of both time and resources. This work uses the dynamic characteristics of sequential Monte Carlo methods for static setups in the framework of longitudinal modelling scenarios. We used this methodology in real data through a random intercept model.
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