Independent and Identically Distributed Monte Carlo Algorithms for Semiparametric Linear Mixed Models
半参数线性混合模型的独立同分布蒙特卡洛算法
Hybrid versions of independent and identically distributed weighted Chinese restaurant (WCR) algorithms are developed for inference in semiparametric linear mixed models under minimal assumptions for the random-effects distributions. The WCR method of working with the posterior partition structure leads to Rao–Blackwell estimates for higher-order moments of random effects, such as skewness and kurtosis, and can be used to estimate densities for random effects. A key feature…