43 citations · 242 across the 46 of their papers we have counts for
7 papers · 1 filter
Block clustering with collapsed latent block models
Jason Wyse, Nial Friel
We introduce a Bayesian extension of the latent block model for model-based block clustering of data matrices. Our approach considers a block model where block parameters may be in…
Simulation-based Bayesian analysis for multiple changepoints
Jason Wyse, Nial Friel
This paper presents a Markov chain Monte Carlo method to generate approximate posterior samples in retrospective multiple changepoint problems where the number of changes is not kn…
Approximate simulation-free Bayesian inference for multiple changepoint models with dependence within segments
Jason Wyse, Nial Friel, Håvard Rue
This paper proposes approaches for the analysis of multiple changepoint models when dependency in the data is modelled through a hierarchical Gaussian Markov random field. Integrat…
Tuning Tempered Transitions
Gundula Behrens, Nial Friel, Merrilee Hurn
The method of tempered transitions was proposed by Neal (1996) for tackling the difficulties arising when using Markov chain Monte Carlo to sample from multimodal distributions. In…
Bayesian inference for exponential random graph models
Alberto Caimo, Nial Friel
Exponential random graph models are extremely difficult models to handle from a statistical viewpoint, since their normalising constant, which depends on model parameters, is avail…
A generalized Multiple-try Metropolis version of the Reversible Jump algorithm
S. Pandolfi, F. Bartolucci, N. Friel
The Reversible Jump algorithm is one of the most widely used Markov chain Monte Carlo algorithms for Bayesian estimation and model selection. A generalized multiple-try version of…