Pages that link to "Item:Q4541267"

The following pages link to Nonconjugate Bayesian Estimation of Covariance Matrices and Its Use in Hierarchical Models (Q4541267):

Displaying 50 items.

• A note on covariance estimation in the unbiased estimator of risk framework (Q282890) (← links)
• Bayesian modeling of the dependence in longitudinal data via partial autocorrelations and marginal variances (Q391528) (← links)
• Estimating high dimensional covariance matrices: a new look at the Gaussian conjugate framework (Q406528) (← links)
• Reference priors for linear models with general covariance structures (Q433785) (← links)
• Covariance estimation: the GLM and regularization perspectives (Q449843) (← links)
• Modeling complex spatial dependencies: low-rank spatially varying cross-covariances with application to soil nutrient data (Q486034) (← links)
• Computation of reference Bayesian inference for variance components in longitudinal studies (Q626239) (← links)
• Constructing priors based on model size for nondecomposable Gaussian graphical models: a simulation based approach (Q716165) (← links)
• Further results on estimation of covariance matrix (Q893900) (← links)
• Hierarchical spatial models for predicting tree species assemblages across large domains (Q985023) (← links)
• Flexible covariance estimation in graphical Gaussian models (Q1000308) (← links)
• Bayesian predictive densities based on superharmonic priors for the 2-dimensional Wishart model (Q1036777) (← links)
• Shrinkage estimators for large covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss (Q1036786) (← links)
• Modeling covariance matrices via partial autocorrelations (Q1036800) (← links)
• Empirical Bayesian estimation of normal variances and covariances (Q1414602) (← links)
• Enriched conjugate and reference priors for the Wishart family on symmetric cones (Q1431436) (← links)
• A Bayesian analysis of the multinomial probit model with fully identified parameters (Q1588308) (← links)
• Generalized estimating equations with stabilized working correlation structure (Q1658494) (← links)
• A new estimator of covariance matrix via partial Iwasawa coordinates (Q1697678) (← links)
• A multiple testing approach to the regularisation of large sample correlation matrices (Q1739875) (← links)
• A class of shrinkage priors for the dependence structure in longitudinal data (Q1888833) (← links)
• Flexible Bayesian dynamic modeling of correlation and covariance matrices (Q2057355) (← links)
• An objective prior for hyperparameters in normal hierarchical models (Q2181721) (← links)
• Bayesian variable selection for mixed effects model with shrinkage prior (Q2184407) (← links)
• Bayesian analysis of the covariance matrix of a multivariate normal distribution with a new class of priors (Q2215742) (← links)
• A Bayesian method for analyzing combinations of continuous, ordinal, and nominal categorical data with missing values (Q2256744) (← links)
• Bayesian multivariate process modeling for prediction of forest attributes (Q2259847) (← links)
• Modelling covariance matrices by the trigonometric separation strategy with application to hidden Markov models (Q2273159) (← links)
• A hierarchical multivariate spatio-temporal model for clustered climate data with annual cycles (Q2318659) (← links)
• Detecting multiple random changepoints in Bayesian piecewise growth mixture models (Q2318826) (← links)
• Posterior propriety and admissibiity of hyperpriors in normal hierarchical models (Q2388351) (← links)
• Some recent work on multivariate Gaussian Markov random fields (Q2414872) (← links)
• Improving on the sample covariance matrix for a complex elliptically contoured distribution (Q2455734) (← links)
• Bayesian modeling of several covariance matrices and some results on propriety of the posterior for linear regression with correlated and/or heterogeneous errors (Q2493138) (← links)
• Complex elliptical distributions with application to shape analysis (Q2498752) (← links)
• Scalable inference for a full multivariate stochastic volatility model (Q2682962) (← links)
• Fixed and Random Effects Selection in Mixed Effects Models (Q3013979) (← links)
• Likelihood-based inference for correlated diffusions (Q3019141) (← links)
• A Hybrid Approximation Bayesian Test of Variance Components for Longitudinal Data (Q3058392) (← links)
• Shrinkage Estimators for Covariance Matrices (Q3078880) (← links)
• Modeling between-trial variance structure in mixed treatment comparisons (Q3305003) (← links)
• Parameter expansion for sampling a correlation matrix: an efficient GPX-RPMH algorithm (Q3615028) (← links)
• A Bayesian nonparametric method for model evaluation: application to genetic studies (Q3619666) (← links)
• Gaussian Predictive Process Models for Large Spatial Data Sets (Q3631475) (← links)
• A prior for the variance in hierarchical models (Q4944645) (← links)
• Bayesian Semiparametric Analysis of Multivariate Continuous Responses, With Variable Selection (Q5066759) (← links)
• Model selection for Bayesian linear mixed models with longitudinal data: Sensitivity to the choice of priors (Q5082918) (← links)
• A Bayesian Hierarchical Summary Receiver Operating Characteristic Model for Network Meta-Analysis of Diagnostic Tests (Q5242440) (← links)
• Bayesian Covariance Selection in Generalized Linear Mixed Models (Q5492082) (← links)
• Bayesian Inference of an Uncertain Generalized Diffusion Operator (Q5862901) (← links)