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## Chib, Siddhartha

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 Author ID: chib.siddhartha Published as: Chib, S.; Chib, Siddhartha
 Documents Indexed: 48 Publications since 1987, including 1 Book
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#### Co-Authors

 6 single-authored 8 Tiwari, Ram Chandra 6 Greenberg, Edward 6 Shephard, Neil 5 Jammalamadaka, Sreenivasa Rao 3 Jeliazkov, Ivan 2 Albert, James H. 2 Albert, Jim 2 Hamilton, Barton H. 2 Jacobi, Liana 2 Kim, Sangjoon 2 Nardari, Federico 2 Omori, Yasuhiro 1 Asai, Manabu 1 Basu, Sanjib 1 Carlin, Bradley P. 1 Chiang, Jeongwen 1 Cooley, Thomas F. 1 Cronin, Kathleen A. 1 Davis, William W. 1 Elerian, Ola 1 Ergashev, Bakhodir 1 Feuer, Eric J. 1 Griffiths, William George 1 Koop, Gary 1 Mira, Antonietta 1 Nakajima, Jouchi 1 Narasimhan, Chakravarthi 1 Osiewalski, Jacek 1 Parke, William R. 1 Peluso, Stefano 1 Ramamurthy, Srikanth 1 Shin, Minchul 1 Simoni, Anna 1 Steel, Mark F. J. 1 Terrell, Dek 1 Winkelmann, Rainer 1 Yu, Binbing
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#### Serials

 19 Journal of Econometrics 8 Journal of the American Statistical Association 2 Biometrika 2 Statistics & Probability Letters 2 Economics Letters 2 Communications in Statistics. Theory and Methods 1 Biometrics 1 Econometrica 1 The Review of Economic Studies 1 Statistica Neerlandica 1 Journal of the Royal Statistical Society. Series B 1 Journal of the Royal Statistical Society. Series C. Applied Statistics 1 Advances in Econometrics 1 Statistics and Computing 1 Bayesian Analysis
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#### Fields

 45 Statistics (62-XX) 16 Numerical analysis (65-XX) 9 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 General and overarching topics; collections (00-XX) 1 Probability theory and stochastic processes (60-XX) 1 Operations research, mathematical programming (90-XX) 1 Biology and other natural sciences (92-XX)

#### Citations contained in zbMATH

42 Publications have been cited 2,265 times in 1,548 Documents Cited by Year
Bayesian analysis of binary and polychotomous response data. Zbl 0774.62031
Albert, James H.; Chib, Siddhartha
1993
Marginal likelihood from the Gibbs output. Zbl 0868.62027
Chib, Siddhartha
1995
Stochastic volatility: likelihood inference and comparison with ARCH models. Zbl 0910.90067
Kim, Sangjoon; Shephard, Neil; Chib, Siddhartha
1998
Marginal likelihood from the Metropolis-Hastings output. Zbl 1015.62020
Chib, Siddhartha; Jeliazkov, Ivan
2001
Likelihood inference for discretely observed nonlinear diffusions. Zbl 1017.62068
Elerian, Ola; Chib, Siddhartha; Shephard, Neil
2001
Analysis of multivariate probit models. Zbl 0938.62020
Chib, Siddhartha; Greenberg, Edward
1998
Markov chain Monte Carlo methods for stochastic volatility models. Zbl 1099.62539
Chib, Siddhartha; Nardari, Federico; Shephard, Neil
2002
Bayesian model choice via Markov chain Monte Carlo methods. Zbl 0827.62027
1995
Estimation and comparison of multiple change-point models. Zbl 1045.62510
Chib, Siddhartha
1998
Calculating posterior distributions and modal estimates in Markov mixture models. Zbl 0864.62010
Chib, Siddhartha
1996
Stochastic volatility with leverage: fast and efficient likelihood inference. Zbl 1247.91207
Omori, Yasuhiro; Chib, Siddhartha; Shephard, Neil; Nakajima, Jouchi
2007
Bayes inference in regression models with ARMA$$(p,q)$$ errors. Zbl 0807.62065
Chib, Siddhartha; Greenberg, Edward
1994
Analysis of high dimensional multivariate stochastic volatility models. Zbl 1418.62377
Chib, Siddhartha; Nardari, Federico; Shephard, Neil
2006
Marginal likelihood and Bayes factors for Dirichlet process mixture models. Zbl 1047.62023
Basu, Sanjib; Chib, Siddhartha
2003
Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models. Zbl 0833.62103
Chib, Siddhartha; Greenberg, Edward
1995
Bayesian residual analysis for binary response regression models. Zbl 0861.62022
Albert, Jim; Chib, Siddhartha
1995
Bayes regression with autoregressive errors. A Gibbs sampling approach. Zbl 0775.62068
Chib, Siddhartha
1993
Semiparametric Bayes analysis of longitudinal data treatment models. Zbl 1030.62017
Chib, Siddhartha; Hamilton, Barton H.
2002
Bayesian tests and model diagnostics in conditionally independent hierarchical models. Zbl 0889.62016
Albert, Jim; Chib, Siddhartha
1997
Sequential ordinal modeling with applications to survival data. Zbl 1209.62183
Albert, James H.; Chib, Siddhartha
2001
Bayesian analysis of cross-section and clustered data treatment models. Zbl 0970.62081
Chib, Siddhartha; Hamilton, Barton H.
2000
Posterior simulation and Bayes factors in panel count data models. Zbl 1041.62524
Chib, Siddhartha; Greenberg, Edward; Winkelmann, Rainer
1998
Tailored randomized block MCMC methods with application to DSGE models. Zbl 1431.62603
Chib, Siddhartha; Ramamurthy, Srikanth
2010
Inference in semiparametric dynamic models for binary longitudinal data. Zbl 1119.62337
Chib, Siddhartha; Jeliazkov, Ivan
2006
Bayes prediction in regressions with elliptical errors. Zbl 0677.62030
Chib, Siddhartha; Tiwari, Ram C.; Jammalamadaka, S. Rao
1988
Bayes prediction in the linear model with spherically symmetric errors. Zbl 1328.62168
Jammalamadaka, S. Rao; Tiwari, Ram C.; Chib, Siddhartha
1987
Multivariate stochastic volatility. Zbl 1178.91221
Chib, Siddhartha; Omori, Yasuhiro; Asai, Manabu
2009
Bayesian model selection for join point regression with application to age-adjusted cancer rates. Zbl 05188721
Tiwari, Ram C.; Cronin, Kathleen A.; Davis, William; Feuer, Eric J.; Yu, Binbing; Chib, Siddhartha
2005
Posterior inference on the degrees of freedom parameter in multivariate- $$t$$ regression models. Zbl 0748.62033
Chib, Siddhartha; Osiewalski, Jacek; Steel, Mark F. J.
1991
Additive cubic spline regression with Dirichlet process mixture errors. Zbl 1431.62088
Chib, Siddhartha; Greenberg, Edward
2010
Analysis of treatment response data without the joint distribution of potential outcomes. Zbl 1247.91132
Chib, Siddhartha
2007
Accept-reject Metropolis-Hastings sampling and marginal likelihood estimation. Zbl 1077.65008
Chib, Siddhartha; Jeliazkov, Ivan
2005
Markov chain Monte Carlo and models of consideration set and parameter heterogeneity. Zbl 0962.62115
Chiang, Jeongwen; Chib, Siddhartha; Narasimhan, Chakravarthi
1999
Analysis of multifactor affine yield curve models. Zbl 1205.91173
Chib, Siddhartha; Ergashev, Bakhodir
2009
Modeling and calculating the effect of treatment at baseline from panel outcomes. Zbl 1247.62084
Chib, Siddhartha; Jacobi, Liana
2007
Bayesian methods for correlated binary data. Zbl 1022.62029
Chib, Siddhartha
2000
Analysis of treatment response data from eligibility designs. Zbl 1418.62389
Chib, Siddhartha; Jacobi, Liana
2008
Stochastic volatility: likelihood inference and comparison with ARCH models. Zbl 1082.62104
Kim, Sangjoon; Shephard, Neil; Chib, Siddhartha
2005
On conditional variance estimation in nonparametric regression. Zbl 1322.62014
Chib, Siddhartha; Greenberg, Edward
2013
Outlier detection in the state space model. Zbl 0800.62558
Chib, Siddhartha; Tiwari, Ram C.
1994
Bayesian estimation and comparison of moment condition models. Zbl 1409.62058
Chib, Siddhartha; Shin, Minchul; Simoni, Anna
2018
Bayes prediction density and regression estimation - a semiparametric approach. Zbl 0713.62032
Tiwari, R. C.; Jammalamadaka, S. R.; Chib, S.
1989
Bayesian estimation and comparison of moment condition models. Zbl 1409.62058
Chib, Siddhartha; Shin, Minchul; Simoni, Anna
2018
On conditional variance estimation in nonparametric regression. Zbl 1322.62014
Chib, Siddhartha; Greenberg, Edward
2013
Tailored randomized block MCMC methods with application to DSGE models. Zbl 1431.62603
Chib, Siddhartha; Ramamurthy, Srikanth
2010
Additive cubic spline regression with Dirichlet process mixture errors. Zbl 1431.62088
Chib, Siddhartha; Greenberg, Edward
2010
Multivariate stochastic volatility. Zbl 1178.91221
Chib, Siddhartha; Omori, Yasuhiro; Asai, Manabu
2009
Analysis of multifactor affine yield curve models. Zbl 1205.91173
Chib, Siddhartha; Ergashev, Bakhodir
2009
Analysis of treatment response data from eligibility designs. Zbl 1418.62389
Chib, Siddhartha; Jacobi, Liana
2008
Stochastic volatility with leverage: fast and efficient likelihood inference. Zbl 1247.91207
Omori, Yasuhiro; Chib, Siddhartha; Shephard, Neil; Nakajima, Jouchi
2007
Analysis of treatment response data without the joint distribution of potential outcomes. Zbl 1247.91132
Chib, Siddhartha
2007
Modeling and calculating the effect of treatment at baseline from panel outcomes. Zbl 1247.62084
Chib, Siddhartha; Jacobi, Liana
2007
Analysis of high dimensional multivariate stochastic volatility models. Zbl 1418.62377
Chib, Siddhartha; Nardari, Federico; Shephard, Neil
2006
Inference in semiparametric dynamic models for binary longitudinal data. Zbl 1119.62337
Chib, Siddhartha; Jeliazkov, Ivan
2006
Bayesian model selection for join point regression with application to age-adjusted cancer rates. Zbl 05188721
Tiwari, Ram C.; Cronin, Kathleen A.; Davis, William; Feuer, Eric J.; Yu, Binbing; Chib, Siddhartha
2005
Accept-reject Metropolis-Hastings sampling and marginal likelihood estimation. Zbl 1077.65008
Chib, Siddhartha; Jeliazkov, Ivan
2005
Stochastic volatility: likelihood inference and comparison with ARCH models. Zbl 1082.62104
Kim, Sangjoon; Shephard, Neil; Chib, Siddhartha
2005
Marginal likelihood and Bayes factors for Dirichlet process mixture models. Zbl 1047.62023
Basu, Sanjib; Chib, Siddhartha
2003
Markov chain Monte Carlo methods for stochastic volatility models. Zbl 1099.62539
Chib, Siddhartha; Nardari, Federico; Shephard, Neil
2002
Semiparametric Bayes analysis of longitudinal data treatment models. Zbl 1030.62017
Chib, Siddhartha; Hamilton, Barton H.
2002
Marginal likelihood from the Metropolis-Hastings output. Zbl 1015.62020
Chib, Siddhartha; Jeliazkov, Ivan
2001
Likelihood inference for discretely observed nonlinear diffusions. Zbl 1017.62068
Elerian, Ola; Chib, Siddhartha; Shephard, Neil
2001
Sequential ordinal modeling with applications to survival data. Zbl 1209.62183
Albert, James H.; Chib, Siddhartha
2001
Bayesian analysis of cross-section and clustered data treatment models. Zbl 0970.62081
Chib, Siddhartha; Hamilton, Barton H.
2000
Bayesian methods for correlated binary data. Zbl 1022.62029
Chib, Siddhartha
2000
Markov chain Monte Carlo and models of consideration set and parameter heterogeneity. Zbl 0962.62115
Chiang, Jeongwen; Chib, Siddhartha; Narasimhan, Chakravarthi
1999
Stochastic volatility: likelihood inference and comparison with ARCH models. Zbl 0910.90067
Kim, Sangjoon; Shephard, Neil; Chib, Siddhartha
1998
Analysis of multivariate probit models. Zbl 0938.62020
Chib, Siddhartha; Greenberg, Edward
1998
Estimation and comparison of multiple change-point models. Zbl 1045.62510
Chib, Siddhartha
1998
Posterior simulation and Bayes factors in panel count data models. Zbl 1041.62524
Chib, Siddhartha; Greenberg, Edward; Winkelmann, Rainer
1998
Bayesian tests and model diagnostics in conditionally independent hierarchical models. Zbl 0889.62016
Albert, Jim; Chib, Siddhartha
1997
Calculating posterior distributions and modal estimates in Markov mixture models. Zbl 0864.62010
Chib, Siddhartha
1996
Marginal likelihood from the Gibbs output. Zbl 0868.62027
Chib, Siddhartha
1995
Bayesian model choice via Markov chain Monte Carlo methods. Zbl 0827.62027
1995
Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models. Zbl 0833.62103
Chib, Siddhartha; Greenberg, Edward
1995
Bayesian residual analysis for binary response regression models. Zbl 0861.62022
Albert, Jim; Chib, Siddhartha
1995
Bayes inference in regression models with ARMA$$(p,q)$$ errors. Zbl 0807.62065
Chib, Siddhartha; Greenberg, Edward
1994
Outlier detection in the state space model. Zbl 0800.62558
Chib, Siddhartha; Tiwari, Ram C.
1994
Bayesian analysis of binary and polychotomous response data. Zbl 0774.62031
Albert, James H.; Chib, Siddhartha
1993
Bayes regression with autoregressive errors. A Gibbs sampling approach. Zbl 0775.62068
Chib, Siddhartha
1993
Posterior inference on the degrees of freedom parameter in multivariate- $$t$$ regression models. Zbl 0748.62033
Chib, Siddhartha; Osiewalski, Jacek; Steel, Mark F. J.
1991
Bayes prediction density and regression estimation - a semiparametric approach. Zbl 0713.62032
Tiwari, R. C.; Jammalamadaka, S. R.; Chib, S.
1989
Bayes prediction in regressions with elliptical errors. Zbl 0677.62030
Chib, Siddhartha; Tiwari, Ram C.; Jammalamadaka, S. Rao
1988
Bayes prediction in the linear model with spherically symmetric errors. Zbl 1328.62168
Jammalamadaka, S. Rao; Tiwari, Ram C.; Chib, Siddhartha
1987
all top 5

#### Cited by 2,477 Authors

 25 Chib, Siddhartha 25 Dunson, David Brian 17 Omori, Yasuhiro 13 Chen, Cathy W. S. 12 Chen, Minghui 11 Dellaportas, Petros 11 Frühwirth-Schnatter, Sylvia 11 Kohn, Robert J. 11 Steel, Mark F. J. 10 Dey, Dipak Kumar 10 Griffin, Jim E. 10 Koop, Gary 10 Lee, Sik-Yum 10 Roberts, Gareth O. 10 Yu, Jun 9 Asai, Manabu 9 Gelfand, Alan Enoch 9 McAleer, Michael 9 Shephard, Neil 9 Song, Xinyuan 8 Chan, Jennifer So Kuen 8 Chopin, Nicolas 8 Czado, Claudia 8 Lachos Dávila, Víctor Hugo 8 Müller, Peter 8 Robert, Christian P. Robert 8 Zhang, Xibin 7 Abanto-Valle, Carlos Antonio 7 Daniels, Michael J. 7 DeSarbo, Wayne S. 7 Forster, Jonathan J. 7 Geweke, John F. 7 Martin, Gael M. 7 Migon, Helio S. 7 Ntzoufras, Ioannis 7 Rouder, Jeffrey N. 7 So, Mike K. P. 7 Spezia, Luigi 6 Casarin, Roberto 6 Choy, S. T. Boris 6 Doucet, Arnaud 6 Fearnhead, Paul 6 Morey, Richard D. 6 Osiewalski, Jacek 6 Paroli, Roberta 6 Rombouts, Jeroen V. K. 6 Roy, Vivekananda 6 Speckman, Paul L. 6 Sun, Dongchu 6 Tsionas, Efthymios G. 6 Vannucci, Marina 5 Arashi, Mohammad 5 Bazán, Jorge Luis 5 Belin, Thomas R. 5 Carvalho, Carlos Marinho 5 Casella, George 5 Chan, Joshua C. C. 5 Congdon, Peter D. 5 Fox, Jean-Paul 5 Gerlach, Richard H. 5 Ghosal, Subhashis 5 Ghosh, Pulak 5 Greenberg, Edward 5 Hoijtink, Herbert 5 Holan, Scott H. 5 Hoshino, Takahiro 5 Klugkist, Irene 5 Kneib, Thomas 5 Liesenfeld, Roman 5 Lin, Jinguan 5 Lopes, Hedibert Freitas 5 Maheu, John M. 5 Martín, Jacinto 5 Mira, Antonietta 5 Mulder, Joris 5 Nakajima, Jouchi 5 Oh, Man-Suk 5 Parmigiani, Giovanni 5 Pérez, Carlos Javier 5 Rue, Håvard 5 Samson, Adeline 5 Singer, Hermann 5 Strachan, Rodney W. 5 Timmermann, Allan G. 5 Tobias, Justin L. 5 Tsionas, Mike G. 5 Wang, Haibin 5 Wikle, Christopher K. 4 Aston, John A. D. 4 Bauwens, Luc C. A. A. 4 Beskos, Alexandros 4 Biswas, Jayabrata 4 Bolfarine, Heleno 4 Boscardin, W. John 4 Branco, Márcia D’Elia 4 Cai, Bo 4 Choi, Taeryon 4 Das, Kiranmoy 4 Deschamps, Philippe J. 4 Dominici, Francesca ...and 2,377 more Authors
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#### Cited in 147 Serials

 198 Computational Statistics and Data Analysis 184 Journal of Econometrics 75 Biometrics 70 Statistics and Computing 47 Computational Statistics 45 The Annals of Applied Statistics 43 Journal of Applied Statistics 41 Journal of Statistical Planning and Inference 38 Communications in Statistics. Theory and Methods 38 Journal of Statistical Computation and Simulation 34 Psychometrika 32 Bayesian Analysis 28 Journal of Economic Dynamics & Control 24 Journal of the American Statistical Association 21 The Canadian Journal of Statistics 21 Journal of Multivariate Analysis 20 Statistics & Probability Letters 20 Economics Letters 20 Journal of Agricultural, Biological, and Environmental Statistics 19 The Annals of Statistics 19 Statistical Science 18 Journal of Mathematical Psychology 18 Journal of Time Series Analysis 17 Quantitative Finance 16 Econometric Reviews 15 Communications in Statistics. Simulation and Computation 15 Statistical Modelling 15 Electronic Journal of Statistics 14 The Econometrics Journal 14 Journal of the Royal Statistical Society. Series B. Statistical Methodology 13 European Journal of Operational Research 12 Statistical Papers 12 Brazilian Journal of Probability and Statistics 10 Biometrical Journal 10 Test 10 Statistical Methods and Applications 9 Scandinavian Journal of Statistics 9 Mathematics and Computers in Simulation 9 Econometric Theory 9 Applied Stochastic Models in Business and Industry 9 Statistical Methodology 8 Annals of the Institute of Statistical Mathematics 7 Computational Economics 7 Bernoulli 7 Australian & New Zealand Journal of Statistics 7 Journal of the Royal Statistical Society. Series C. Applied Statistics 7 Biostatistics 7 Journal of the Korean Statistical Society 7 AStA. Advances in Statistical Analysis 6 Statistics 6 Journal of Probability and Statistics 5 International Statistical Review 5 Statistica Neerlandica 5 Neural Computation 5 Journal of Forecasting 4 Journal of Computational Physics 4 Applied Mathematical Modelling 4 Lifetime Data Analysis 4 Methodology and Computing in Applied Probability 4 Journal of Machine Learning Research (JMLR) 3 Computer Methods in Applied Mechanics and Engineering 3 Journal of Mathematical Biology 3 Mathematical Biosciences 3 Metron 3 Stochastic Processes and their Applications 3 International Journal of Theoretical and Applied Finance 3 Statistical Applications in Genetics and Molecular Biology 3 Asia-Pacific Financial Markets 3 Journal of Statistical Theory and Practice 3 Statistics Surveys 2 International Journal of Systems Science 2 Chaos, Solitons and Fractals 2 Applied Mathematics and Computation 2 Automatica 2 Journal of Environmental Economics and Management 2 The Journal of Mathematical Sociology 2 Opsearch 2 Insurance Mathematics & Economics 2 International Journal of Approximate Reasoning 2 Annals of Operations Research 2 Discrete Dynamics in Nature and Society 2 Statistical Inference for Stochastic Processes 2 Scandinavian Actuarial Journal 2 Discrete and Continuous Dynamical Systems. Series B 2 Journal of Applied Mathematics 2 Thai Journal of Mathematics 2 Sankhyā. Series B 2 Quantitative Economics 2 Journal of Time Series Econometrics 2 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys 1 Advances in Applied Probability 1 Journal of the Franklin Institute 1 Journal of Statistical Physics 1 Bulletin of Mathematical Biology 1 Information Sciences 1 International Economic Review 1 Journal of Applied Probability 1 Journal of Computational and Applied Mathematics 1 Operations Research 1 Theoretical Population Biology ...and 47 more Serials
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#### Cited in 26 Fields

 1,411 Statistics (62-XX) 465 Numerical analysis (65-XX) 280 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 155 Probability theory and stochastic processes (60-XX) 84 Biology and other natural sciences (92-XX) 27 Computer science (68-XX) 19 Operations research, mathematical programming (90-XX) 14 Systems theory; control (93-XX) 10 Geophysics (86-XX) 5 Linear and multilinear algebra; matrix theory (15-XX) 5 Ordinary differential equations (34-XX) 5 Information and communication theory, circuits (94-XX) 4 Mechanics of deformable solids (74-XX) 4 Fluid mechanics (76-XX) 3 Combinatorics (05-XX) 2 General and overarching topics; collections (00-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Approximations and expansions (41-XX) 2 Harmonic analysis on Euclidean spaces (42-XX) 2 Statistical mechanics, structure of matter (82-XX) 2 Astronomy and astrophysics (85-XX) 1 History and biography (01-XX) 1 Number theory (11-XX) 1 Special functions (33-XX) 1 Partial differential equations (35-XX) 1 Calculus of variations and optimal control; optimization (49-XX)