Pages that link to "Item:Q1623576"
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The following pages link to On the use of marginal posteriors in marginal likelihood estimation via importance sampling (Q1623576):
Displayed 10 items.
- Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity (Q97969) (← links)
- Bayes factor covariance testing in item response models (Q1695737) (← links)
- Statistical inference in efficient production with bad inputs and outputs using latent prices and optimal directions (Q1753050) (← links)
- Bayesian analysis of static and dynamic Hurst parameters under stochastic volatility (Q2066041) (← links)
- Computing marginal likelihoods via the Fourier integral theorem and pointwise estimation of posterior densities (Q2172117) (← links)
- Bounded rationality and thick frontiers in stochastic frontier analysis (Q2178102) (← links)
- Modeling dependence structures for response times in a Bayesian framework (Q2331189) (← links)
- Thermodynamic Bayesian model comparison (Q2361465) (← links)
- Scalable Bayesian Regression in High Dimensions With Multiple Data Sources (Q3391441) (← links)
- Note on posterior inference for the Bingham distribution (Q5160234) (← links)