Sequential Monte Carlo Methods in Random Intercept Models for Longitudinal Data

Alvares, Danilo; Armero, Carmen; Forte, Anabel; Chopin, Nicolas; Argiento, R; Lanzarone, E; Villalobos, IA; Mattei, A

Abstract

Longitudinal modelling is common in the field of Biostatistical research. In some studies, it becomes mandatory to update posterior distributions based on new data in order to perform inferential process on-line. In such situations, the use of posterior distribution as the prior distribution in the new application of the Bayes' theorem is sensible. However, the analytic form of the posterior distribution is not always available and we only have an approximated sample of it, thus making the process "not-so-easy". Equivalent inferences could be obtained through a Bayesian inferential process based on the set that integrates the old and new data. Nevertheless, this is not always a real alternative, because it may be computationally very costly in terms of both time and resources. This work uses the dynamic characteristics of sequential Monte Carlo methods for "static" setups in the framework of longitudinal modelling scenarios. We used this methodology in real data through a random intercept model.

Más información

Título según WOS: ID WOS:000418403500001 Not found in local WOS DB
Título de la Revista: APPLIED NON-LINEAR DYNAMICAL SYSTEMS
Volumen: 194
Editorial: SPRINGER-VERLAG BERLIN
Fecha de publicación: 2017
Página de inicio: 3
Página final: 9
DOI:

10.1007/978-3-319-54084-9_1

Notas: ISI