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====== CE-718: Métodos Computacionalmente Intensivos ====== | ====== CE-718: Métodos Computacionalmente Intensivos ====== | ||
+ | |||
+ | <note> | ||
+ | Arquivos/páginas serão atualizados durante o curso. | ||
+ | </note> | ||
===== Detalhes da oferta da disciplina ===== | ===== Detalhes da oferta da disciplina ===== | ||
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===== Referências Bibliográficas ===== | ===== Referências Bibliográficas ===== | ||
- | |||
- | __**ATENÇÃO:**__ arquivos/páginas poderão atualizados durante o curso. | ||
<bibtex> | <bibtex> | ||
+ | @book{robert_introducing_2009, | ||
+ | edition = {1}, | ||
+ | title = {Introducing Monte Carlo Methods with R}, | ||
+ | isbn = {9781441915757}, | ||
+ | publisher = {Springer Verlag}, | ||
+ | author = {Christian P. Robert and George Casella}, | ||
+ | month = dec, | ||
+ | year = {2009} | ||
+ | }, | ||
+ | |||
+ | |||
+ | @book{gamerman_markov_2006, | ||
+ | edition = {2}, | ||
+ | title = {Markov Chain Monte Carlo: Stochastic Simulation for Bayesian Inference, Second Edition}, | ||
+ | isbn = {1584885874}, | ||
+ | shorttitle = {Markov Chain Monte Carlo}, | ||
+ | publisher = {Chapman and {Hall/CRC}}, | ||
+ | author = {Dani Gamerman and Hedibert F. Lopes}, | ||
+ | month = may, | ||
+ | year = {2006} | ||
+ | }, | ||
+ | |||
@book{albert_bayesian_2009, | @book{albert_bayesian_2009, | ||
edition = {2nd ed.}, | edition = {2nd ed.}, | ||
Linha 78: | Linha 102: | ||
}, | }, | ||
- | @book{gamerman_markov_2006, | + | |
- | edition = {2}, | + | @book{robert_monte_2004, |
- | title = {Markov Chain Monte Carlo: Stochastic Simulation for Bayesian Inference, Second Edition}, | + | edition = {2nd}, |
- | isbn = {1584885874}, | + | title = {Monte Carlo Statistical Methods}, |
- | shorttitle = {Markov Chain Monte Carlo}, | + | isbn = {0387212396}, |
+ | publisher = {Springer}, | ||
+ | author = {Christian Robert and George Casella}, | ||
+ | month = jul, | ||
+ | year = {2004} | ||
+ | }, | ||
+ | |||
+ | @book{manly_randomization_2006, | ||
+ | edition = {3}, | ||
+ | title = {Randomization, Bootstrap and Monte Carlo Methods in Biology, Third Edition}, | ||
+ | isbn = {9781584885412}, | ||
publisher = {Chapman and {Hall/CRC}}, | publisher = {Chapman and {Hall/CRC}}, | ||
- | author = {Dani Gamerman and Hedibert F. Lopes}, | + | author = {Bryan {F.J.} Manly}, |
- | month = may, | + | month = aug, |
year = {2006} | year = {2006} | ||
} | } | ||
+ | |||
+ | |||
+ | @book{gentle_handbook_2004, | ||
+ | edition = {1}, | ||
+ | title = {Handbook of Computational Statistics}, | ||
+ | isbn = {3540404643}, | ||
+ | publisher = {Springer}, | ||
+ | author = {{J.E.} Gentle and Wolfgang {HSrdle}}, | ||
+ | month = aug, | ||
+ | year = {2004} | ||
+ | }, | ||
+ | |||
+ | @book{kroese_handbook_2011, | ||
+ | edition = {1}, | ||
+ | title = {Handbook of Monte Carlo Methods}, | ||
+ | isbn = {9780470177938}, | ||
+ | publisher = {Wiley}, | ||
+ | author = {Dirk P. Kroese and Thomas Taimre and Zdravko I. Botev}, | ||
+ | month = mar, | ||
+ | year = {2011} | ||
+ | }, | ||
+ | |||
+ | @book{suess_introduction_2010, | ||
+ | edition = {1st Edition.}, | ||
+ | title = {Introduction to Probability Simulation and Gibbs Sampling with R}, | ||
+ | isbn = {{038740273X}}, | ||
+ | publisher = {Springer}, | ||
+ | author = {Eric A. Suess and Bruce E. Trumbo}, | ||
+ | month = jun, | ||
+ | year = {2010} | ||
+ | }, | ||
+ | |||
+ | @book{kalos_monte_2008, | ||
+ | edition = {2}, | ||
+ | title = {Monte Carlo Methods}, | ||
+ | isbn = {{352740760X}}, | ||
+ | publisher = {{Wiley-VCH}}, | ||
+ | author = {Malvin H. Kalos and Paula A. Whitlock}, | ||
+ | month = nov, | ||
+ | year = {2008} | ||
+ | }, | ||
+ | |||
+ | @book{monahan_numerical_2011, | ||
+ | edition = {2}, | ||
+ | title = {Numerical Methods of Statistics}, | ||
+ | isbn = {0521139511}, | ||
+ | publisher = {Cambridge University Press}, | ||
+ | author = {John F. Monahan}, | ||
+ | month = apr, | ||
+ | year = {2011} | ||
+ | }, | ||
+ | |||
+ | @book{gentle_random_2003, | ||
+ | edition = {2nd}, | ||
+ | title = {Random Number Generation and Monte Carlo Methods}, | ||
+ | isbn = {0387001786}, | ||
+ | publisher = {Springer}, | ||
+ | author = {James E. Gentle}, | ||
+ | month = jun, | ||
+ | year = {2003} | ||
+ | } | ||
+ | |||
</bibtex> | </bibtex> | ||
Linha 110: | Linha 206: | ||
[[disciplinas:ce718:aberto2011|Página aberta]] para edição pelos participantes do curso. | [[disciplinas:ce718:aberto2011|Página aberta]] para edição pelos participantes do curso. | ||
+ | |||
+ | ===== Links ===== | ||
+ | |||
+ | == Aproximação de Laplace == | ||
+ | * {{http://www.stats.ox.ac.uk/~steffen/teaching/bs2HT9/laplace.pdf|Laplace's Method of Integration - Steen Lauritzen}}; | ||
+ | * {{http://www.stanford.edu/~mch/harding-hausman-laplace.pdf|Using a Laplace Approximation to Estimate the Random Coefficients Logit Model by Non-linear Least Squares}}; | ||
+ | * {{http://www.cemmap.ac.uk/wps/cwp0601.pdf|USING A LAPLACE APPROXIMATION TO ESTIMATE THE RANDOM COEFFICIENTS LOGIT MODEL BY NON-LINEAR LEAST SQUARES}}; | ||
+ | * {{http://www.cs.berkeley.edu/~jordan/courses/260-spring10/lectures/lecture16.pdf|Laplace approximation review}}; | ||
+ | * {{http://www.cs.toronto.edu/~mackay/itprnn/ps/343.344.pdf|Laplace's Method}}; | ||
+ | * {{http://www.ece.rice.edu/~vc3/elec633/graphical_models_notes_091108.pdf|Laplace Approximation}}; | ||
+ | * {{http://galton.uchicago.edu/~pmcc/pubs/paper26.pdf|Laplace approximation of high dimensional integrals}}; | ||
+ | * {{http://support.sas.com/documentation/cdl/en/statug/63347/HTML/default/viewer.htm#statug_glimmix_a0000001432.htm|Maximum Likelihood Estimation Based on Laplace Approximation}}; | ||
+ | * {{http://statmath.wu.ac.at/research/talks/resources/MultIRT.pdf|Fitting Multidimensional Latent Variable Models using an Efficient Laplace Approximation}}; | ||
+ | * {{http://prin08.uniud.it/tl_files/prin08/upload/papers/2010_3.pdf|LAPLACE APPROXIMATION IN MEASUREMENT ERROR MODELS}}; | ||
+ | * {{http://www.unc.edu/~vangelis/files/sglmmlapl.pdf|Asymptotic inference for Spatial GLMM using high order Laplace approximation}}; | ||
+ | * {{http://www.jstor.org/pss/1390617}}; | ||
+ | * {{http://digitalcommons.unl.edu/cgi/viewcontent.cgi?article=1003&context=statisticsdiss&sei-redir=1#search=%22laplace%20approximation%20integral%22|FULLY EXPONENTIAL LAPLACE APPROXIMATION EM ALGORITHM FOR NONLINEAR MIXED EFFECTS MODELS}}; | ||
+ | * {{http://proquest.umi.com/pqdlink?Ver=1&Exp=07-02-2016&FMT=7&DID=1188875391&RQT=309&attempt=1&cfc=1|Applications of Laplace approximation for hierarchical generalized linear models in educational research}}; | ||
+ | * {{http://people.math.aau.dk/~rw/Undervisning/Topics/Handouts/6.hand.pdf|Computation of the likelihood function for GLMMs}}; | ||
+ | * {{http://www.ansci.wisc.edu/morota/beamer/computing.pdf|Computing: Generalized, Linear, and Mixed Models}}; | ||
+ | * {{http://jmlr.csail.mit.edu/papers/volume12/cseke11a/cseke11a.pdf|Approximate Marginals in Latent Gaussian Models}}; | ||
+ | * {{http://biowww.dfci.harvard.edu/~yili/spa1.pdf|Modeling Spatial Survival Data Using Semiparametric Frailty Models}}; | ||
+ | * {{http://actuaryzhang.com/seminar/topic5_mcmc.pdf|Markov Chain Monte Carlo Methods}}; | ||
+ | * 8-O{{http://dirk.eddelbuettel.com/blog/2011/07/05/#rcppeigen_introduction|Even faster linear model fits with R using RcppEigen}}; | ||
+ | * {{http://dirk.eddelbuettel.com/blog/2011/07/14/#rcpp_gibbs_example|MCMC and faster Gibbs Sampling using Rcpp}}; | ||
+ | * {{http://darrenjw.wordpress.com/2011/07/16/gibbs-sampler-in-various-languages-revisited|Gibbs sampler in various languages (revisited)}}; | ||
+ | |||
+ | == Métodos Monte Carlo == | ||
+ | * {{http://elsa.berkeley.edu/reprints/misc/understanding.pdf|Understanding the Metropolis-Hastings Algorithm}}; | ||
+ | * {{http://www.econ.upenn.edu/~jesusfv/LectureNotes_7_MH|Metropolis-Hasting Algorithm - Jesús Fernández-Villaverde}}; | ||
+ | * {{http://www.dme.ufrj.br/marina/MCMC.pdf| MCMC - Marina}}; | ||
+ | * {{http://www.maths.bris.ac.uk/~manpw/teaching/folien1.pdf|Monte Carlo Methods: Lecture 1: Introduction - Nick Whiteley}}; | ||
+ | * {{http://www.maths.bris.ac.uk/~manpw/teaching/folien2.pdf|Monte Carlo Methods: Lecture 2: Transformation and Rejection - Nick Whiteley}}; | ||
+ | * {{http://www.maths.bris.ac.uk/~manpw/teaching/folien3.pdf|Monte Carlo Methods: Lecture 3: Importance Sampling - Nick Whiteley}}; | ||
+ | * {{http://www.maths.bris.ac.uk/~manpw/teaching/folien45.pdf|Monte Carlo Methods: Lectures 5 & 6: The Gibbs Sampler - Nick Whiteley}}; | ||
+ | * {{http://www.maths.bris.ac.uk/~manpw/teaching/folien6.pdf|Monte Carlo Methods: Lecture 7: The Metropolis-Hastings Algorithm - Nick Whiteley}}; | ||
+ | * {{http://www.maths.bris.ac.uk/~manpw/teaching/folien78.pdf|Monte Carlo Methods:: Lectures 9 & 10: Combining Kernels, Convergence Diagnostics - Nick Whiteley}}; | ||
+ | * {{http://www.maths.bris.ac.uk/~manpw/teaching/folien9.pdf|Monte Carlo Methods: Reversible Jump MCMC - Nick Whiteley}}; | ||
+ | * {{http://www.maths.bris.ac.uk/~manpw/teaching/notes.pdf|Monte Carlo Methods - Lecture Notes - Edited by Nick Whiteley}}; | ||
+ | * {{http://www.icmc.usp.br/~ehlers/SME0809/praticas/node18.html|Algoritmo de Metropolis-Hastings}}; | ||
+ | * {{http://www.people.fas.harvard.edu/~plam/teaching/methods/mcmc/mcmc.pdf|MCMC Methods: Gibbs Sampling and the Metropolis-Hastings Algorithm - Patrick Lam}}; | ||
+ | * {{http://www.maths.manchester.ac.uk/~pneal/CIS/CIS2007.html|Computationally Intensive Statistics 2010/2011}}; | ||
+ | * {{http://www.maths.manchester.ac.uk/~pneal/statscomp.html|Statistical Computing 2010/2011}}; | ||
+ | * {{http://www.lisa.stat.vt.edu/?q=node/1784|Bayesian Methods for Regression in R - Nels Johnson}}; | ||
+ | |||
+ | == Algorítmo EM == | ||
+ | * [[http://www.leg.ufpr.br/~paulojus/EM|Link para diversos artigos e materiais sobre EM]] | ||
+ | * Outros em modelos não lineares: | ||
+ | * [[http://www.jstor.org/stable/2533054|Walker]]: An EM Algorithm for Nonlinear Random Effects Models | ||
+ | * [[http://bmsr.usc.edu/Core%20Research/dzd/6614.pdf|Wang et al.]]: Nonlinear random effects mixture models: Maximum likelihood estimation via the EM algorithm | ||
+ | * [[http://dl.acm.org/citation.cfm?id=1225091|Wang]]: EM algorithms for nonlinear mixed effects models | ||
+ | * [[http://fedc.wiwi.hu-berlin.de/xplore/ebooks/html/csa/node45.html|material online]] | ||