Pages that link to "Item:Q4366181"

The following pages link to Computing Bayes Factors by Combining Simulation and Asymptotic Approximations (Q4366181):

Displaying 50 items.

• Bayes model selection with path sampling: factor models and other examples (Q254343) (← links)
• A criterion-based model comparison statistic for structural equation models with heterogeneous data (Q450860) (← links)
• Trends and cycles in economic time series: a Bayesian approach (Q451267) (← links)
• Importance sampling schemes for evidence approximation in mixture models (Q516488) (← links)
• An efficient stochastic simulation algorithm for Bayesian unit root testing in stochastic volatility models (Q630100) (← links)
• Bayesian hybrid generative discriminative learning based on finite Liouville mixture models (Q632614) (← links)
• A tutorial on Bayes factor estimation with the product space method (Q645486) (← links)
• A review of Markov chain Monte Carlo and information theory tools for inverse problems in subsurface flow (Q695718) (← links)
• Bayesian estimation of an extended local scale stochastic volatility model (Q737916) (← links)
• From unit root to Stein's estimator to Fisher's \(k\) statistics: If you have a moment, I can tell you more (Q819959) (← links)
• Bayesian analysis of multivariate stable distributions using one-dimensional projections (Q900801) (← links)
• Drug risk assessment with determining the number of sub-populations under finite mixture normal models (Q956969) (← links)
• MCMC-based local parametric sensitivity estimations (Q1010424) (← links)
• Marginal likelihoods for non-Gaussian models using auxiliary mixture sampling (Q1023812) (← links)
• On Bayesian estimation and model comparison of an integrated structural equation model (Q1023842) (← links)
• Bayes factors and hierarchical models (Q1298998) (← links)
• Decomposing posterior variance (Q1417812) (← links)
• Posterior inference in the random intercept model based on samples obtained with Markov chain Monte Carlo methods (Q1424594) (← links)
• Bayesian model averaging: A tutorial. (with comments and a rejoinder). (Q1431179) (← links)
• A Bayesian model selection method with applications (Q1614838) (← links)
• An internally consistent approach to the estimation of market power and cost efficiency with an application to U.S. banking (Q1651733) (← links)
• Smooth approximations to monotone concave functions in production analysis: an alternative to nonparametric concave least squares (Q1653359) (← links)
• Debt dynamics in Europe: a network general equilibrium GVAR approach (Q1657638) (← links)
• A tutorial on bridge sampling (Q1690608) (← links)
• On the estimation of total factor productivity: a novel Bayesian non-parametric approach (Q1740540) (← links)
• Endogenous bank risk and efficiency (Q1753448) (← links)
• Model uncertainty (Q1766316) (← links)
• Bayesian analysis of mixture models with an unknown number of components\,--\,an alternative to reversible jump methods. (Q1848769) (← links)
• Approximating the marginal likelihood estimate for models with random parameters (Q1854943) (← links)
• On the calibration of Bayesian model choice criteria (Q1869093) (← links)
• Optimal volume-corrected Laplace-Metropolis method (Q1881425) (← links)
• A semiparametric Bayesian approach to generalized partial linear mixed models for longitudinal data (Q1927222) (← links)
• An introduction to model selection (Q1977904) (← links)
• Bayesian model selection and model averaging (Q1977906) (← links)
• Generalized estimation of productivity with multiple bad outputs: the importance of materials balance constraints (Q2030489) (← links)
• Comparison of stochastic frontier models using the Hyvärinen factor (Q2036906) (← links)
• A model selection approach for variable selection with censored data (Q2057383) (← links)
• Approximate Laplace importance sampling for the estimation of expected Shannon information gain in high-dimensional Bayesian design for nonlinear models (Q2080366) (← links)
• Bayes factor asymptotics for variable selection in the Gaussian process framework (Q2135522) (← links)
• A comparison of Monte Carlo methods for computing marginal likelihoods of item response theory models (Q2178162) (← links)
• Modeling price response from retail sales: an empirical comparison of models with different representations of heterogeneity (Q2240023) (← links)
• Model comparison of nonlinear structural equation models with fixed covariates (Q2259548) (← links)
• Bayesian analysis of nonlinear structural equation models with nonignorable missing data (Q2260978) (← links)
• Keeping the balance -- bridge sampling for marginal likelihood estimation in finite mixture, mixture of experts and Markov mixture models (Q2330483) (← links)
• A simple method for comparing complex models: Bayesian model comparison for hierarchical multinomial processing tree models using Warp-III bridge sampling (Q2331157) (← links)
• Bayesian analysis for dynamic generalized linear latent model with application to tree survival rate (Q2336702) (← links)
• Joint genome-wide prediction in several populations accounting for randomness of genotypes: a hierarchical Bayes approach. II: Multivariate spike and slab priors for marker effects and derivation of approximate Bayes and fractional Bayes factors for the c (Q2399628) (← links)
• Bayesian inference and model comparison for metallic fatigue data (Q2417702) (← links)
• Monte Carlo integration with Markov chain (Q2427151) (← links)
• A tutorial on the Bayesian approach for analyzing structural equation models (Q2438591) (← links)