Metropolis algorithms, logit and quantile regression estimation [electronic resource] / Greg M. Allenby.
Material type:
FilmSeries: Henry Stewart talksBusiness & management collection. Bayesian analysis in marketing: Publisher: London : Henry Stewart Talks, 2010Description: 1 online resource (1 streaming video file (61 min.) : color, sound)Subject(s): Bayesian statistical decision theory | Marketing researchOnline resources: Click here to access online | Series Animated audio-visual presentation with synchronized narration.
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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.