Computational advances for and from Bayesian analysis (Q1766319): Difference between revisions

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+https://doi.org/10.1214/088342304000000071
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+W1979905116
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+The interplay of Bayesian and frequentist analysis
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+The Intrinsic Bayes Factor for Model Selection and Prediction
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+Bayesian statistics and the efficiency and ethics of clinical trials
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+Efficient Construction of Reversible Jump Markov Chain Monte Carlo Proposal Distributions
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+Inference in hidden Markov models.
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+Markov Chain Monte Carlo: 10 Years and Still Running!
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+Iterated importance sampling in missing data problems
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+On Monte Carlo methods for estimating ratios of normalizing constants
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+Monte Carlo methods in Bayesian computation
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+Model uncertainty
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+Sequential Monte Carlo Samplers
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+On the stability of interacting processes with applications to filtering and genetic algorithms
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+Sequential Monte Carlo Methods in Practice
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+Marginal maximum a posteriori estimation using Markov chain Monte Carlo
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+Perfect simulation and backward coupling<sup>∗</sup>
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+Sampling-Based Approaches to Calculating Marginal Densities
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+Simulating normalizing constants: From importance sampling to bridge sampling to path sampling
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+Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
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+Adaptive Markov Chain Monte Carlo through Regeneration
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+Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
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+Discretization of Continuous Markov Chains and Markov Chain Monte Carlo Convergence Assessment
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+Adaptive proposal distribution for random walk Metropolis algorithm
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+An adaptive Metropolis algorithm
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+Monte Carlo sampling methods using Markov chains and their applications
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+A Bayesian Restoration of an Ion Channel Signal
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+Graphical models
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+Bayes Factors
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+Stochastic Estimation of the Maximum of a Regression Function
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+Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models
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+Optimization by Simulated Annealing
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+Monte Carlo strategies in scientific computing
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+Model Selection and Accounting for Model Uncertainty in Graphical Models Using Occam's Window
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+Regeneration in Markov Chain Samplers
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+Slice sampling. (With discussions and rejoinder)
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+Bayesian Inference for Non-Gaussian Ornstein–Uhlenbeck Stochastic Volatility Processes
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+Convergence of Slice Sampler Markov Chains
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+Bayesian analysis of mixture models with an unknown number of components\,--\,an alternative to reversible jump methods.
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+The Calculation of Posterior Distributions by Data Augmentation
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+Bayesian methods for neural networks and related models
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+Modern Bayesian asymptotics
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