Pages that link to "Item:Q1631565"

The following pages link to Prior distributions for objective Bayesian analysis (Q1631565):

Displaying 25 items.

• Inconsistency identification in network meta-analysis via stochastic search variable selection (Q158820) (← links)
• Variations of power-expected-posterior priors in normal regression models (Q2008131) (← links)
• On a class of objective priors from scoring rules (with discussion) (Q2057364) (← links)
• A model selection approach for variable selection with censored data (Q2057383) (← links)
• An objective Bayes factor with improper priors (Q2076163) (← links)
• A comparison of power-expected-posterior priors in shrinkage regression (Q2081738) (← links)
• On a prior based on the Wasserstein information matrix (Q2081763) (← links)
• Bayesian \(A\)-optimal two-phase designs with a single blocking factor in each phase (Q2104013) (← links)
• Objective Bayesian edge screening and structure selection for Ising networks (Q2141635) (← links)
• Priors via imaginary training samples of sufficient statistics for objective Bayesian hypothesis testing (Q2175373) (← links)
• Objective Bayesian comparison of order-constrained models in contingency tables (Q2177729) (← links)
• Compatible priors for model selection of high-dimensional Gaussian DAGs (Q2215951) (← links)
• Structural learning of contemporaneous dependencies in graphical VAR models (Q2291312) (← links)
• Using experimental data and information criteria to guide model selection for reaction-diffusion problems in mathematical biology (Q2417536) (← links)
• Bayes factors for peri-null hypotheses (Q2677134) (← links)
• History and nature of the Jeffreys-Lindley paradox (Q2678711) (← links)
• Additive Bayesian variable selection under censoring and misspecification (Q2684685) (← links)
• Bayesian inference of causal effects from observational data in Gaussian graphical models (Q6047797) (← links)
• Origins of parameters in adimensional models (Q6049664) (← links)
• Economic variable selection (Q6059429) (← links)
• Objective methods for graphical structural learning (Q6067698) (← links)
• Calibrated Bayes factors under flexible priors (Q6091268) (← links)
• Power Laws Distributions in Objective Priors (Q6092955) (← links)
• Quantifying observed prior impact (Q6121775) (← links)
• Power-expected-posterior priors as mixtures of \(g\)-priors in normal linear models (Q6121976) (← links)