MAE 5748 - Inferência Bayesiana
Matéria
Tópicos: 1. O método Bayesiano; 2. Inferência e decisão; 3. O princípio da verossimilhança; 4. O uso sequêncial da regra de Bayes; 5. Suficiência, ancilaridade e identificabilidade; 6. Probabilidade subjetiva, coerência e permutabilidade; 7. Distribuições a priori; 8. Robutez; 9. Aspectos computacionais: o método de Gibbs; 10. Modelo linear e análise multivariada.
Bibliografia
1. O'Hagan, A. (1994). Bayesian inference. Kendall's advanced theory of statistics , vol 2B. Edward Arnold; 2. Bernardo, J. & Smith, A. (1994). Bayesian Theory. Wiley; 3. DeGrood, M. (1970). Optimal statisticaal decisions. McGraw-Hill.
Leitura para MAE 5748
1. Garay, A., Lachos, V.H., Bolfarine, H., Ortega, E. (2012). Bayesian zero inflated negative binomial regression models: Estimation and case influence diagnostics. Submetido.
2. Moulton, L. and Halsey, N. (1995). A mixture model with detection limits for regression analysis of antibody response to vaccine. Biometrics, 51, 1570-1578.
3. Crainiceanu, C., Ruppert, D. and Wand, M.P. (2005). Bayesian analysis for penalized spline regression using Winbugs. Journal of Software Statistics, 14, 14.
4.Ho, H., Pyne, S., Lin, T. (2011). Maximum likelihood inference for mix- tures of skew Student-t-normal distributions through practical E-M type algorithms. Statistics and Computing, 22, 1, 287-299.
5. Chu et al. (2011). The Effect of HAART on HIV RNA Trajectory Among Treatment-nave Men and Women A Segmental Bernoulli/Lognormal Ran- dom Effects Model With Left Censoring. Epidemiology, Volume 21, Number 4, July Supplement 2010.
6. Branscum A. J., Johnson W. O., Thurmond M. C. (2007). Bayesian beta regression: Applications to household expenditure data and genetic distance between foot-and-mouth disease viruses. Australian and New Zealand Jour- nal of Statistics, 49, 287-301.
7. BAZAN, J. L. ; BOLFARINE, H. ; BRANCO, M. . A skew item response model. Bayesian Analysis, v. 4, p. 861-892, 2006.
8. Bolfarine, H. and Bazan, J.L. (2010). Bayesian estimation of the logistic positive IRT model. Journal of Behavioral ans Educational Statistics, 35, 693-713.
9. Cao et al. (2011). On estimation of a heteroscedastic measurement error model under heavy-tailed distributions. Computaional Statistics and Data Analysis, 56, 438-448.
10. Castro et al. (2012). Bayesian modeling of censored partially linear 1 models using scale-mixtures of normal distributions.Submetido.
11. Arellano-Valle,R., Bolfarine, H. and Lachos, V.H. (2007). Bayesian in- ference for the skew-normal linear mixed models. Journal of Applied Statis- tics, 34, 663-682.
12. Branco, M., Genton, M. and Liseo, B. (2012). Objective bayesian analysis of skew-t distributions. Scandinavian Journal of Statistics.
13. Pulgar Ibacache, G. Modelos mistos aditivos semiprametricos de con- tornos elipticos. TESE IME USP.