Abstract #300804

This is the preliminary program for the 2003 Joint Statistical Meetings in San Francisco, California. Currently included in this program is the "technical" program, schedule of invited, topic contributed, regular contributed and poster sessions; Continuing Education courses (August 2-5, 2003); and Committee and Business Meetings. This on-line program will be updated frequently to reflect the most current revisions.

To View the Program:
You may choose to view all activities of the program or just parts of it at any one time. All activities are arranged by date and time.

The views expressed here are those of the individual authors
and not necessarily those of the ASA or its board, officers, or staff.

Back to main JSM 2003 Program page
JSM 2003 Abstract #300804
Activity Number: 366
Type: Contributed
Date/Time: Wednesday, August 6, 2003 : 10:30 AM to 12:20 PM
Sponsor: Section on Bayesian Stat. Sciences
Abstract - #300804
Title: Exact Simulation for a Class of Bayesian Variance Component Models
Author(s): Murali Haran*+
Companies: University of Minnesota
Address: School of Stats, Minneapolis, MN, 55455,
Keywords: Monte Carlo ; rejection sampling ; perfect simulation ; Bayesian hierarchical model
Abstract:

We outline a systematic, easy to use method for producing independent draws from posterior distributions for a class of popular Bayesian normal linear mixed models. Inference for such models is generally carried out using Markov chain Monte Carlo methods, which produce dependent samples. We exploit the low dimensionality of the variance components in these models to obtain suitable proposal distribution for a rejection sampling algorithm. We illustrate the application of our approach with several examples. We find that our methods are easy to use and produce i.i.d. draws fairly efficiently, thereby simplifying the calculation of Monte Carlo standard errors, and avoiding issues of Markov chain convergence diagnosis. Time permitting, we will also explain how perfect tempering algorithms (as described in Moller and Nicholls, 1999) can be used to simulate from these posterior distributions.

  • The address information is for the authors that have a + after their name.
  • Authors who are presenting talks have a * after their name.

Back to the full JSM 2003 program

JSM 2003 For information, contact meetings@amstat.org or phone (703) 684-1221. If you have questions about the Continuing Education program, please contact the Education Department.
Revised March 2003