Pages that link to "Item:Q1869088"

The following pages link to Bayesian variable and link determination for generalised linear models (Q1869088):

Displaying 31 items.

• The pseudo-marginal approach for efficient Monte Carlo computations (Q122160) (← links)
• Quantifying uncertainty in transdimensional Markov chain Monte Carlo using discrete Markov models (Q142140) (← links)
• Exploring dependence between categorical variables: benefits and limitations of using variable selection within Bayesian clustering in relation to log-linear modelling with interaction terms (Q254920) (← links)
• Modelling credit grade migration in large portfolios using cumulative \(t\)-link transition models (Q323448) (← links)
• Generalized smooth finite mixtures (Q528085) (← links)
• Reversible jump methods for generalised linear models and generalised linear mixed models (Q746186) (← links)
• Bayesian variable selection for the Cox regression model with missing covariates (Q841039) (← links)
• Choosing the link function and accounting for link uncertainty in generalized linear models using Bayes factors (Q849870) (← links)
• Prior distributions for objective Bayesian analysis (Q1631565) (← links)
• Power-expected-posterior priors for generalized linear models (Q1631573) (← links)
• On the correspondence from Bayesian log-linear modelling to logistic regression modelling with \(g\)-priors (Q1708367) (← links)
• A default prior distribution for contingency tables with dependent factor levels (Q1731163) (← links)
• Model uncertainty (Q1766316) (← links)
• Bayesian variable selection in generalized linear models using a combination of stochastic optimization methods (Q1926754) (← links)
• Hyper nonlocal priors for variable selection in generalized linear models (Q1987723) (← links)
• Bayes factor asymptotics for variable selection in the Gaussian process framework (Q2135522) (← links)
• A Bayesian approach to the analysis of asymmetric association for two-way contingency tables (Q2155019) (← links)
• Bayesian variable selection using cost-adjusted BIC, with application to cost-effective measurement of quality of health care (Q2270666) (← links)
• Thermodynamic Bayesian model comparison (Q2361465) (← links)
• Bayesian modelling of the time delay between diagnosis and settlement for critical illness insurance using a Burr generalised-linear-type model (Q2427835) (← links)
• Default Bayesian model determination methods for generalised linear mixed models (Q2445779) (← links)
• Explaining the behavior of joint and marginal Monte Carlo estimators in latent variable models with independence assumptions (Q2631369) (← links)
• Bayesian Assessment of the Distribution of Insurance Claim Counts Using Reversible Jump MCMC (Q3518779) (← links)
• Adaptive Proposal Construction for Reversible Jump MCMC (Q3552942) (← links)
• Latent Network Estimation and Variable Selection for Compositional Data Via Variational EM (Q5083364) (← links)
• Variable selection for multivariate generalized linear models (Q5128587) (← links)
• An MCMC model search algorithm for regression problems (Q5218902) (← links)
• Marginal likelihood estimation from the Metropolis output: tips and tricks for efficient implementation in generalized linear latent variable models (Q5219477) (← links)
• Modelling volatility asymmetries: a Bayesian analysis of a class of tree structured multivariate GARCH models (Q5433621) (← links)
• Bayesian Covariance Selection in Generalized Linear Mixed Models (Q5492082) (← links)
• Joint specification of model space and parameter space prior distributions (Q5962691) (← links)