I have also been interested in methods for the implementation of MCMC, including questions
such as: How many iterations are needed? How many iterations should we skip for
approximate independence? How can we set the variance parameters (potentially different ones
for each simulated model parameter) in random walk Metropolis-Hastings? Steven Lewis and I
proposed a three-simulation methodology for this
(Raftery and Lewis 1992,
1996).
The *gibbsit* software for doing this is freely available in
Splus and
Fortran,
and is also part of the
CODA
convergence diagnostics and output analysis R package for MCMC.

Azose, J. J., Ševčíková , H. and Raftery, A.E. (2016).
Probabilistic population projections with migration uncertainty.
*Proceedings of the National Academy of Sciences* 113:6460-6465.

Friel, N., Wyse, J. and Raftery, A.E. (2016).
Interlocking directorates in Irish companies using bipartite
networks: a latent space approach.
*Proceedings of the National Academy of Sciences*, 113: 6629-6634.

Wheldon, M.C., Raftery, A.E., Clark, S.J. and Gerland, P. (2016).
Bayesian population reconstruction of female populations for less
developed and developed countries.
*Population Studies* 70:21-37.

Wheldon, M.C., Raftery, A.E., Clark, S.J. and Gerland, P. (2015).
Bayesian Reconstruction of Two-Sex Populations by Age:
Estimating Sex Ratios at Birth and Sex Ratios of Mortality.
*Journal of the Royal Statistical Society, Series A: Statistics in Society*
178:977-1007.

Maltiel, R., Raftery, A.E., McCormick, T.H. and Baraff, A. (2015).
Estimating Population Size Using the Network Scale Up Method.
*Annals of Applied Statistics*, 9:1247-1277.

Azose, J.J. and Raftery, A.E. (2015).
Bayesian Probabilistic Projection of International Migration Rates.
*Demography* 52:1627-1650.

Bao, L, Raftery, A.E. and Reddy, A. (2015).
Estimating the Sizes of Populations at Risk of HIV Infection in Bangladesh
Using a Bayesian Hierarchical Model.
*Statistics and Its Interface*, 8:125-136.

Raftery, A.E., Alkema, L. and Gerland, P. (2014).
Bayesian Population Projections for the United Nations.
*Statistical Science*, 29:58-68.

Raftery, A.E., Chunn, J.L., Gerland, P. and
Ševčíková , H. (2013).
Bayesian Probabilistic Projections of Life Expectancy for All Countries.
*Demography*, 50:777-801.

Wheldon, M., Raftery, A.E., Clark, S.J. and Gerland, P. (2013).
Estimating Demographic Parameters
with Uncertainty from Fragmentary Data.
*Journal of the American Statistical Association*, 108:96-110.

Raftery, A.E., Li. N., Ševčíková , H.,
Gerland, P. and Heilig, G.K. (2012).
Bayesian probabilistic population projections for all countries.
*Proceedings of the National Academy of Sciences* 109:13915-13921.

Raftery, A.E., Niu, X., Hoff, P.D. and Yeung, K.Y. (2012).
Fast Inference for the
Latent Space Network Model Using a Case-Control Approximate Likelihood.
*Journal of Computational and Graphical Statistics*, 21:909-919.

Fosdick, B.K. and Raftery, A.E. (2012).
Estimating the Correlation in
Bivariate Normal Data with Known Variances and Small Sample Sizes.
*The American Statistician*, 66:34-41.

Alkema, L., Raftery, A.E., Gerland, P., Clark, S.J. and Pelletier, F. (2012).
Estimating the Total Fertility Rate from Multiple Imperfect Data Sources
and Assessing its Uncertainty.
*Demographic Research* 26:331-362.

Alkema, L., Raftery, A.E., Gerland, P., Clark, S.J., Pelletier, F.,
Buettner, T. and Helig, G. (2011).
Probabilistic Projections of the Total Fertility Rate for All Countries.
*Demography* 48:815-839.

Raftery, A.E. and L. Bao. (2010).
Estimating and Projecting Trends in HIV/AIDS
Generalized Epidemics Using Incremental Mixture Importance Sampling.
*Biometrics* 66:1162-1173.

Gottardo, R. and Raftery, A.E. (2009).
Markov chain Monte Carlo with mixtures of singular distributions.
*Journal of Computational and Graphical Statistics* 17:949-975.

Krivitsky, P., Handcock, M.S., Raftery, A.E. and Hoff, P. (2009).
Representing Degree Distributions, Clustering, and Homophily in
Social Networks With Latent Cluster Random Ects Models.
*Social Networks* 31:204-213.

Oh, M.-S. and Raftery, A.E. (2007).
Model-based Clustering with Dissimilarities: A Bayesian Approach.
*Journal of Computational and Graphical Statistics*, 16, 559-585.

Fraley, C. and Raftery, A.E. (2007).
Bayesian Regularization for Normal
Mixture Estimation and Model-Based Clustering.
*Journal of Classification*, 24, 155-181.

Gottardo, R., Raftery, A.E., Yeung, K.Y. and Bumgarner, R.E. (2006).
Robust Estimation of cDNA Microarray Intensities with Replicates.
*Journal of the American Statistical Association*, 101, 30-40.

Gottardo, R., Raftery, A.E., Yeung, K.Y. and Bumgarner, R.E. (2006).
Bayesian Robust Inference for Differential Gene Expression in cDNA
Microarrays with Multiple Samples.
*Biometrics*, 62, 10-18.

Fuentes, M. and Raftery, A.E. (2005).
Model evaluation and spatial interpolation by Bayesian
combination of observations with outputs from numerical models.
*Biometrics*, 66, 36--45.

Byers, S.D. and Raftery, A.E. (2002).
Bayesian Estimation and Segmentation of Spatial Point Processes using Voronoi Tilings.
In *Spatial Cluster Modelling* (A.G. Lawson and D. G.T. Denison, eds.),
London: Chapman and Hall/CRC Press.
Earlier technical report version. (Postscript).

Hoff, P., Raftery, A.E. and Handcock, M.S. (2002).
Latent Space Approaches to Social Network
Analysis.
*Journal of the American Statistical Association*, 97, 1090-1098.

Walsh, D.C.I and Raftery, A.E. (2002).
Detecting mines in minefields with
linear characteristics. *Technometrics*, 44, 34-44.

Oh, M.-S. and Raftery, A.E. (2001).
Bayesian Multidimensional Scaling and
Choice of Dimension.
*Journal of the American Statistical Association*, 96, 1031-1044.

Lewis, S.M. and Raftery, A.E. (1999).
Comparing explanations of fertility
decline using event history models and unobserved heterogeneity.
*Sociological Methods and Research*, 28, 35-60.

Raftery, A.E. and Zeh, J.E. (1998).
Estimating bowhead whale, *Balaena mysticetus*, population size and
rate of increase from the 1993 census.
*Journal of the American Statistical Association*, 93, 451-463.

Petrone, S. and Raftery, A.E. (1997).
A note on the Dirichlet process prior in Bayesian nonparametric inference
with partial exchangeability.
*Statistics and Probability Letters, 36*, 69-83.

Bensmail, H., Celeux, G., Raftery, A.E. and Robert, C. (1997).
Inference in model-based cluster analysis.
*Statistics and Computing, 7, *1-10.

Kahn, M.J. and Raftery, A.E. (1996).
Discharge rates of Medicare stroke
patients to skilled nursing facilities: Bayesian logistic regression with
unobserved heterogeneity.
*Journal of the American Statistical Association, 91, *29-41.

Raftery, A.E., Lewis, S.M., Aghajanian, A. and Kahn, M.J. (1996).
Event history analysis of World Fertility Survey data.
*Mathematical Population Studies, 6, *129-153.
Earlier technical report version (ps).

Raftery, A.E. and Lewis, S.M. (1996). Implementing MCMC.
In *Markov Chain Monte Carlo in Practice*(W.R. Gilks, D.J. Spiegelhalter
and S. Richardson, eds.), London: Chapman and Hall, pp. 115-130.
Earlier version (ps).

Raftery, A.E. (1996). Hypothesis testing and model selection.
In *Markov Chain Monte Carlo in Practice*(W.R. Gilks, D.J. Spiegelhalter
and S. Richardson, eds.), London: Chapman and Hall, pp. 163--188.
Earlier version (ps).

Raftery, A.E., Lewis, S.M. and Aghajanian, A. (1995).
Demand or ideation? Evidence from the Iranian marital fertility decline.
*Demography, 32, *159-182.

Taplin, R.H. and Raftery, A.E. (1994).
Analysis of agricultural
field trials in the presence of outliers and fertility jumps.
*Biometrics, 50, *764-781.

Newton, M.A. and Raftery, A.E. (1994).
Approximate Bayesian
inference by the weighted likelihood bootstrap (with Discussion).
*Journal of the Royal Statistical Society, series B, 56, *3-48.

Raftery, A.E. and Schweder, T. (1993).
Inference about the ratio of
two parameters, with application to whale censusing.
*The American Statistician, 47, *259-264.

Raftery, A.E. and Zeh, J.E. (1993).
Estimation of Bowhead Whale,
*Balaena mysticetus, *population size (with Discussion).
In *Bayesian Statistics in Science and Technology: Case Studies
*(C. Gatsonis et al., eds.), New York: Springer-Verlag, pp. 163-240.

Raftery, A.E. and Lewis, S.M. (1992).
How many iterations in the Gibbs sampler?
In *Bayesian Statistics 4 *(J.M. Bernardo et al., editors),
Oxford University Press, pp. 763-773.
Earlier version (ps).

Raftery, A.E., Zeh, J.E., Yang, Q. and Styer, P.E. (1990).
Bayes empirical Bayes interval estimation of bowhead whale,
*Balaena mysticetus, *population size based upon the 1986 combined
visual and acoustic census off Point Barrow, Alaska.
*Report of the International Whaling Commission, 40, *393-409.

Raftery, A.E. and Thompson, E.A. (1990).
What is the probability of a serious nuclear reactor accident?
*Journal of Statistical Computation and Simulation, 36, *31-34.

Zeh, J.E., Turet, P., Gentleman, R. and Raftery, A.E. (1988).
Population size estimation for the bowhead whale,
*Balaena mysticetus,
*based on 1985 and 1986 visual and acoustic data.
*Report of the International Whaling Commission, 38, *349-364.

Raftery, A.E., Turet, P. and Zeh, J.E. (1988).
A parametric empirical Bayes approach to interval estimation of bowhead whales,
*Balaena mysticetus,
*population size.
*Report of the International Whaling Commission, 38, *377-388.

Raftery, A.E. and Thompson, E.A. (1988).
How many nuclear reactor accidents?
*Journal of Statistical Computation and Simulation, 29, *347-350.

Raftery, A.E. (1988).
Inference and prediction for the binomial N parameter: A hierarchical
Bayes approach.
*Biometrika, 75, *223-228.

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Updated July 1, 2016

Copyright 2005-2016 by Adrian E. Raftery; all rights reserved.