Pages that link to "Item:Q3632649"
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The following pages link to Mixtures of <i>g</i> Priors for Bayesian Variable Selection (Q3632649):
Displaying 50 items.
- Inferring causal impact using Bayesian structural time-series models (Q89980) (← links)
- Bayesian fractional polynomials (Q91296) (← links)
- Default Bayes factors for ANOVA designs (Q96695) (← links)
- Bayesian smoothing spline analysis of variance (Q98177) (← links)
- Bayesian beta regression for bounded responses with unknown supports (Q109170) (← links)
- Bayes factor testing of equality and order constraints on measures of association in social research (Q118358) (← links)
- Bayesian variable selection regression for genome-wide association studies and other large-scale problems (Q141819) (← links)
- Inconsistency identification in network meta-analysis via stochastic search variable selection (Q158820) (← links)
- Bayes model selection with path sampling: factor models and other examples (Q254343) (← links)
- Posterior model consistency in variable selection as the model dimension grows (Q254450) (← links)
- Approximate Bayesian model selection with the deviance statistic (Q254453) (← links)
- Consistency of Bayes factors under hyper \(g\)-priors with growing model size (Q254923) (← links)
- Combining a relaxed EM algorithm with Occam's razor for Bayesian variable selection in high-dimensional regression (Q268752) (← links)
- Power-expected-posterior priors for variable selection in Gaussian linear models (Q273575) (← links)
- Necessary and sufficient conditions for high-dimensional posterior consistency under \(g\)-priors (Q273624) (← links)
- Limiting behavior of the Jeffreys power-expected-posterior Bayes factor in Gaussian linear models (Q292943) (← links)
- The philosophy of Bayes factors and the quantification of statistical evidence (Q296918) (← links)
- Harold Jeffreys's default Bayes factor hypothesis tests: explanation, extension, and application in psychology (Q296921) (← links)
- Error probabilities in default Bayesian hypothesis testing (Q296939) (← links)
- Bayesian model selection for a linear model with grouped covariates (Q312603) (← links)
- Minimizing variable selection criteria by Markov chain Monte Carlo (Q333351) (← links)
- Can specific policy indicators identify reform priorities? (Q367586) (← links)
- Bayes factor consistency for nested linear models with a growing number of parameters (Q389299) (← links)
- Variable selection in linear measurement error models via penalized score functions (Q393629) (← links)
- Priors for Bayesian adaptive spline smoothing (Q421435) (← links)
- A study of variable selection using \(g\)-prior distribution with ridge parameter (Q434980) (← links)
- A Bayesian model averaging approach for observational gene expression studies (Q439134) (← links)
- Bayesian high-dimensional screening via MCMC (Q466528) (← links)
- Functional clustering in nested designs: modeling variability in reproductive epidemiology studies (Q483995) (← links)
- Joint estimation of multiple related biological networks (Q484069) (← links)
- High-dimensional Bayesian inference in nonparametric additive models (Q485930) (← links)
- On consistency and optimality of Bayesian variable selection based on \(g\)-prior in normal linear regression models (Q498061) (← links)
- Accelerating a Gibbs sampler for variable selection on genomics data with summarization and variable pre-selection combining an array DBMS and R (Q506436) (← links)
- A two-component \(G\)-prior for variable selection (Q516468) (← links)
- Mixtures of \(g\)-priors for Bayesian model averaging with economic applications (Q528107) (← links)
- Variable selection and functional form uncertainty in cross-country growth regressions (Q528109) (← links)
- On objective priors for testing hypotheses about some Poisson models (Q538229) (← links)
- A Bayesian approach for analyzing case 2 interval-censored data under the semiparametric proportional odds model (Q544660) (← links)
- Bayes and empirical-Bayes multiplicity adjustment in the variable-selection problem (Q605920) (← links)
- Variable selection for nonparametric Gaussian process priors: Models and computational strategies (Q635421) (← links)
- A majorization-minimization approach to variable selection using spike and slab priors (Q638812) (← links)
- Using MCMC chain outputs to efficiently estimate Bayes factors (Q645491) (← links)
- A Bayesian joinpoint regression model with an unknown number of break-points (Q652378) (← links)
- Computational approaches for empirical Bayes methods and Bayesian sensitivity analysis (Q661177) (← links)
- Fully Bayes factors with a generalized \(g\)-prior (Q661180) (← links)
- Frequentist-Bayesian Monte Carlo test for mean vectors in high dimension (Q679574) (← links)
- Criteria for Bayesian model choice with application to variable selection (Q693737) (← links)
- Consistency of Bayes factor for nonnested model selection when the model dimension grows (Q726729) (← links)
- Bayesian structured variable selection in linear regression models (Q737001) (← links)
- Cross-validation prior choice in Bayesian probit regression with many covariates (Q746215) (← links)
