Bayes model selection with path sampling: factor models and other examples (Q254343): Difference between revisions

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+Bayes model selection
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+covariance models
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+path sampling
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+Factor analysis and AIC
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+Computational advances for and from Bayesian analysis
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+Approximations and consistency of Bayes factors as model dimension grows
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+Asymptotic behavior of Bayes estimates under possibly incorrect models
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+Monte Carlo methods in Bayesian computation
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+Marginal Likelihood from the Gibbs Output
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+Model uncertainty
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+Computing Bayes Factors by Combining Simulation and Asymptotic Approximations
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+Likelihood ratio tests and singularities
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+Prior distributions for variance parameters in hierarchical models (Comment on article by Browne and Draper)
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+Simulating normalizing constants: From importance sampling to bridge sampling to path sampling
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+Random effect and latent variable model selection
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+Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
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+Bayesian Selection on the Number of Factors in a Factor Analysis Model
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+Mixtures of <i>g</i> Priors for Bayesian Variable Selection
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+Monte Carlo strategies in scientific computing.
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+Introduction to applied Bayesian statistics and estimation for social scientists.
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+Approximate Bayesian Inference for Latent Gaussian models by using Integrated Nested Laplace Approximations
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+Developing a new BIC for detecting change-points
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+Novel structures of simplified photonic crystal waveguides
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