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):
Displayed 50 items.
- On the quantification of model uncertainty: a Bayesian perspective (Q823871) (← links)
- Computation for intrinsic variable selection in normal regression models via expected-posterior prior (Q892429) (← links)
- On the consistency of the objective Bayes factor for the integral priors in the one-way random effects model (Q893952) (← links)
- Incorporating grouping information in Bayesian variable selection with applications in genomics (Q899018) (← links)
- Bayesian regularization via graph Laplacian (Q899032) (← links)
- Spatial Bayesian variable selection models on functional magnetic resonance imaging time-series data (Q899050) (← links)
- A note on Bayes factor consistency in partial linear models (Q899549) (← links)
- Compatibility of prior specifications across linear models (Q908147) (← links)
- Consistency of objective Bayes factors as the model dimension grows (Q987993) (← links)
- Asymptotics of Bayesian median loss estimation (Q990880) (← links)
- Bayesian variable selection using an adaptive powered correlation prior (Q1022001) (← links)
- Prior adjusted default Bayes factors for testing (in)equality constrained hypotheses (Q1621324) (← links)
- Bayesian variable selection for correlated covariates via colored cliques (Q1621667) (← links)
- Prior distributions for objective Bayesian analysis (Q1631565) (← links)
- Power-expected-posterior priors for generalized linear models (Q1631573) (← links)
- Using stacking to average Bayesian predictive distributions (with discussion) (Q1631589) (← links)
- The matrix-F prior for estimating and testing covariance matrices (Q1631604) (← links)
- Posterior consistency of \(g\)-prior for variable selection with a growing number of parameters (Q1642734) (← links)
- Analysis of binary longitudinal data with time-varying effects (Q1654267) (← links)
- The expectation-maximization approach for Bayesian quantile regression (Q1659461) (← links)
- Bayesian variable selection for finite mixture model of linear regressions (Q1659475) (← links)
- Robust linear static panel data models using \(\varepsilon\)-contamination (Q1680195) (← links)
- A tutorial on Fisher information (Q1680996) (← links)
- Objective Bayesian comparison of constrained analysis of variance models (Q1682437) (← links)
- Information consistency of the Jeffreys power-expected-posterior prior in Gaussian linear models (Q1689538) (← links)
- Is there variation across individuals in processing? Bayesian analysis for systems factorial technology (Q1690598) (← links)
- Objective Bayesian model discrimination in follow-up experimental designs (Q1694014) (← links)
- On the correspondence from Bayesian log-linear modelling to logistic regression modelling with \(g\)-priors (Q1708367) (← links)
- The quantile probability model (Q1727855) (← links)
- Bayes factor testing of multiple intraclass correlations (Q1738150) (← links)
- Fast model-fitting of Bayesian variable selection regression using the iterative complex factorization algorithm (Q1738154) (← links)
- Regularization and confounding in linear regression for treatment effect estimation (Q1752011) (← links)
- A generalized partially linear framework for variance functions (Q1786908) (← links)
- Bayesian variable selection in generalized linear models using a combination of stochastic optimization methods (Q1926754) (← links)
- MAP model selection in Gaussian regression (Q1952087) (← links)
- Variations of power-expected-posterior priors in normal regression models (Q2008131) (← links)
- Bayesian modeling and computation for analyte quantification in complex mixtures using Raman spectroscopy (Q2008142) (← links)
- An adaptive MCMC method for Bayesian variable selection in logistic and accelerated failure time regression models (Q2029084) (← links)
- Analysis of type I and II error rates of Bayesian and frequentist parametric and nonparametric two-sample hypothesis tests under preliminary assessment of normality (Q2032223) (← links)
- Restricted type II maximum likelihood priors on regression coefficients (Q2057361) (← links)
- A model selection approach for variable selection with censored data (Q2057383) (← links)
- A Bayesian-motivated test for high-dimensional linear regression models with fixed design matrix (Q2065308) (← links)
- Adaptive random neighbourhood informed Markov chain Monte Carlo for high-dimensional Bayesian variable selection (Q2080371) (← links)
- Shared Bayesian variable shrinkage in multinomial logistic regression (Q2084055) (← links)
- Bayes factor asymptotics for variable selection in the Gaussian process framework (Q2135522) (← links)
- Bayesian variable selection and estimation in quantile regression using a quantile-specific prior (Q2155021) (← links)
- Spatial generalized linear models with non-Gaussian translation processes (Q2163485) (← links)
- Deviance information criterion for latent variable models and misspecified models (Q2173191) (← links)
- Multi-scale shotgun stochastic search for large spatial datasets (Q2178160) (← links)
- Rejoinder: A comparison of Monte Carlo methods for computing marginal likelihoods of item response theory models (Q2178169) (← links)