Prior distributions for objective Bayesian analysis (Q1631565): Difference between revisions

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+MaRDI publication profile
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+Objective Bayesian Search of Gaussian Directed Acyclic Graphical Models for Ordered Variables with Non‐Local Priors
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+Objective Bayesian analysis of a measurement error small area model
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+Optimal predictive model selection.
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+Criteria for Bayesian model choice with application to variable selection
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+The Effective Sample Size
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+Extending conventional priors for testing general hypotheses in linear models
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+Generalization of Jeffreys Divergence-Based Priors for Bayesian Hypothesis Testing
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+Statistical decision theory and Bayesian analysis. 2nd ed
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+The case for objective Bayesian analysis
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+Estimating a Product of Means: Bayesian Analysis with Reference Priors
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+Ordered group reference priors with application to the multinomial problem
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+The formal definition of reference priors
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+Objective Priors for Discrete Parameter Spaces
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+Overall objective priors
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+Objective Bayesian Analysis of Spatially Correlated Data
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+Default Bayes Factors for Nonnested Hypothesis Testing
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+The Intrinsic Bayes Factor for Model Selection and Prediction
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+Training samples in objective Bayesian model selection.
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+Q2736784
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+Posterior propriety and admissibiity of hyperpriors in normal hierarchical models
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+Choice of hierarchical priors: Admissibility in estimation of normal means
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+Objective priors for the bivariate normal model
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+Q3865268
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+Bayesian Hypothesis Testing: A Reference Approach
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+Q4293547
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+Default Bayesian analysis with global-local shrinkage priors
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+Dirichlet–Laplace Priors for Optimal Shrinkage
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+Objective Bayesian inference for a generalized marginal random effects model
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+Objective Bayesian Analysis of Skew‐<i>t</i> Distributions
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+Admissible Estimators, Recurrent Diffusions, and Insoluble Boundary Value Problems
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+Minimally Informative Prior Distributions for Non-Parametric Bayesian Analysis
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+Integral priors and constrained imaginary training samples for nested and non-nested Bayesian model comparison
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+On intrinsic priors for nonnested models
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+The horseshoe estimator for sparse signals
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+Objective Bayesian model selection in Gaussian graphical models
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+Consistency of Bayesian procedures for variable selection
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+Objective Bayesian Variable Selection
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+Assessing Robustness of Intrinsic Tests of Independence in Two-Way Contingency Tables
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+Bayesian linear regression with sparse priors
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+Needles and straw in a haystack: posterior concentration for possibly sparse sequences
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+Power prior distributions for generalized linear models
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+Estimation in discrete parameter models
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+The whetstone and the alum block: balanced objective Bayesian comparison of nested models for discrete data
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+Tests Based on Intrinsic Priors for the Equality of Two Correlated Proportions
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+Objective Bayes Factors for Gaussian Directed Acyclic Graphical Models
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+Objective Bayes Covariate‐Adjusted Sparse Graphical Model Selection
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+Objective Bayesian comparison of constrained analysis of variance models
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+Compatibility of prior specifications across linear models
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+Bayesian assessment of dimensionality in reduced rank regression
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+A Bayesian Approach to Modelling Graphical Vector Autoregressions
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+Empirical Bayes vs. fully Bayes variable selection
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+Probability matching priors: Higher order asymptotics
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+Asymptotic properties of Bayes risk for the horseshoe prior
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+Q3962309
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+Q5179668
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+Bayesian model selection based on proper scoring rules
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+Alternative Bayes factors for model selection
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+Joint specification of model space and parameter space prior distributions
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+Natural (Non‐)Informative Priors for Skew‐symmetric Distributions
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+Benchmark priors for Bayesian model averaging.
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+Objective Bayesian analysis for the Student-t regression model
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+The risk inflation criterion for multiple regression
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+Limiting behavior of the Jeffreys power-expected-posterior Bayes factor in Gaussian linear models
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+Information consistency of the Jeffreys power-expected-posterior prior in Gaussian linear models
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+Bayesian variable selection using cost-adjusted BIC, with application to cost-effective measurement of quality of health care
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+Power-expected-posterior priors for variable selection in Gaussian linear models
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+Objective priors for hypothesis testing in one‐way random effects models
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+Prior distributions for variance parameters in hierarchical models (Comment on article by Browne and Draper)
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+Calibration and empirical Bayes variable selection
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+Posterior Odds with a Generalized Hyper-<i>g</i>-Prior
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+Objective priors: an introduction for frequentists
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+Objective Testing Procedures in Linear Models: Calibration of the <i>p</i>‐values
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+Q3144421
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+Q5794043
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+Significance Tests in Parallel and in Series
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+Model choice in generalised linear models: a Bayesian approach via Kullback-Leibler projections
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+Inference with normal-gamma prior distributions in regression problems
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+Bayesian estimation of a bivariate copula using the Jeffreys prior
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+Bayesian Experimental Design for Nonlinear Mixed‐Effects Models with Application to HIV Dynamics
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+Model Selection and the Principle of Minimum Description Length
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+Approximate Bayesian model selection with the deviance statistic
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+A method for simultaneous variable selection and outlier identification in linear regression
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+On adaptive posterior concentration rates
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+Bayesian Model Selection using Test Statistics
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+Spike and slab variable selection: frequentist and Bayesian strategies
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+Probability Theory
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+Q5726065
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+On the use of Non-Local Prior Densities in Bayesian Hypothesis Tests
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+Bayes Factors Based on Test Statistics
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+Uniformly most powerful Bayesian tests
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+Bayes Factors
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+A Reference Bayesian Test for Nested Hypotheses and its Relationship to the Schwarz Criterion
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+The Selection of Prior Distributions by Formal Rules
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+Intrinsic priors for model selection using an encompassing model with applications to censored failure time data.
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+Local-mass preserving prior distributions for nonparametric Bayesian models
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+Learning Gaussian graphical models with fractional marginal pseudo-likelihood
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+Mixtures of \(g\)-priors for Bayesian model averaging with economic applications
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+Mixtures of <i>g</i> Priors for Bayesian Variable Selection
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+A STATISTICAL PARADOX
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+Objective priors for causal AR(<i>p</i>) with partial autocorrelations
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+Fully Bayes factors with a generalized \(g\)-prior
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+Objective Bayesian inference for bilateral data
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+Q4378660
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+Objective Bayesian methods for one-sided testing
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+An Intrinsic Limiting Procedure for Model Selection and Hypotheses Testing
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+Comparison of Bayesian objective procedures for variable selection in linear regression
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+Consistency of objective Bayes factors as the model dimension grows
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+A default Bayesian test for the number of components in a mixture
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+Intrinsic Priors for Objective Bayesian Model Selection
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+Testing equality of regression coefficients in heteroscedastic normal regression models
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+A mixture of \(g\)-priors for variable selection when the number of regressors grows with the sample size
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+Editors' introduction to the special issue ``Bayes factors for testing hypotheses in psychological research: practical relevance and new developments''
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+Bayesian nonparametric inference -- why and how
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+Bayesian Modeling Using WinBUGS
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+Bayesian variable and link determination for generalised linear models
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+Q4322324
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+Default Bayesian model determination methods for generalised linear mixed models
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+Expected-posterior prior distributions for model selection
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+The scaled beta2 distribution as a robust prior for scales
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+Bayesian thinking, modeling and computation.
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+Sparsity information and regularization in the horseshoe and other shrinkage priors
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+Penalized loss functions for Bayesian model comparison
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+On the half-Cauchy prior for a global scale parameter
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+Local Shrinkage Rules, Lévy Processes and Regularized Regression
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+Posterior concentration rates for infinite dimensional exponential families
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+Q4840391
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+The Bayesian Choice
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+Bayesian estimation of sparse signals with a continuous spike-and-slab prior
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+EMVS: The EM Approach to Bayesian Variable Selection
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+Q4725476
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+On the independence Jeffreys prior for skew-symmetric models
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+Hyper-\(g\) priors for generalized linear models
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+Q5826088
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+Estimating the dimension of a model
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+Bayes and empirical-Bayes multiplicity adjustment in the variable-selection problem
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+Penalising model component complexity: a principled, practical approach to constructing priors
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+Penalised Complexity Priors for Stationary Autoregressive Processes
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+Q3968299
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+Risk-Reducing Shrinkage Estimation for Generalized Linear Models
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+Neutral-data comparisons for Bayesian testing
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+Q3237829
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+The positive false discovery rate: A Bayesian interpretation and the \(q\)-value
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+Q2714946
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+False Discovery Rate Smoothing
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+Intrinsic priors for model comparison in multivariate normal regression
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+Objective Bayesian Survival Analysis Using Shape Mixtures of Log-Normal Distributions
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+Uncertainty quantification for the horseshoe (with discussion)
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+Objective prior for the number of degrees of freedom of a \(t\) distribution
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+An Objective Approach to Prior Mass Functions for Discrete Parameter Spaces
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+An Objective Bayesian Criterion to Determine Model Prior Probabilities
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+On the mathematics of the Jeffreys–Lindley paradox
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+Fractional Bayesian Lag Length Inference in Multivariate Autoregressive Processes
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+On Priors With a Kullback–Leibler Property
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+The ASA Statement on <i>p</i>-Values: Context, Process, and Purpose
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+A Default Bayesian Hypothesis Test for ANOVA Designs
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+Bayesian model search and multilevel inference for SNP association studies
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+Inference From Intrinsic Bayes’ Procedures Under Model Selection and Uncertainty
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+Objective Bayesian analysis for a capture-recapture model
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+Noninformative priors for inferences in exponential regression models
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+Efficient Empirical Bayes Variable Selection and Estimation in Linear Models
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+Q3802438
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+Q3906895
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