Allenby, Greg M. 1956-

Metropolis algorithms, logit and quantile regression estimation [electronic resource] / Greg M. Allenby. - London : Henry Stewart Talks, 2010. - 1 online resource (1 streaming video file (61 min.) : color, sound). - Bayesian analysis in marketing : a breakthrough in customer analytics, 2056-4570 . - Henry Stewart talks. Business & management collection. Bayesian analysis in marketing. .

Animated audio-visual presentation with synchronized narration. Title from title frames.

Contents: Review of Markov chains -- Stationary distribution -- Time reversible chains -- Metropolis methods -- Discrete case: Metropolis-Hastings algorithm -- Independence chains -- Random walk chains -- Relative numerical efficiency -- The Gibbs sampler -- Logit model -- Scaling rw metropolis -- Quantile regression -- Asymmetric Laplace distribution.

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Mode of access: World Wide Web.

2332 Henry Stewart Talks


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