Pages that link to "Item:Q449750"

The following pages link to A general framework for the parametrization of hierarchical models (Q449750):

Displaying 41 items.

• Achieving shrinkage in a time-varying parameter model framework (Q89526) (← links)
• Variable transformation to obtain geometric ergodicity in the random-walk Metropolis algorithm (Q139529) (← links)
• Variational inference for generalized linear mixed models using partially noncentered parametrizations (Q252744) (← links)
• A conversation with Alan Gelfand (Q254470) (← links)
• Selecting the precision parameter prior in Dirichlet process mixture models (Q419318) (← links)
• Improving the convergence properties of the data augmentation algorithm with an application to Bayesian mixture modeling (Q449838) (← links)
• Latent diffusion models for survival analysis (Q453270) (← links)
• Comparison and assessment of epidemic models (Q667674) (← links)
• Hyperpriors for Matérn fields with applications in Bayesian inversion (Q667766) (← links)
• Multilevel structured additive regression (Q892466) (← links)
• A stochastic variational framework for fitting and diagnosing generalized linear mixed models (Q899068) (← links)
• Using hierarchical centering to facilitate a reversible jump MCMC algorithm for random effects models (Q1659251) (← links)
• Coupling stochastic EM and approximate Bayesian computation for parameter inference in state-space models (Q1695514) (← links)
• A non-parametric Bayesian approach to decompounding from high frequency data (Q1744221) (← links)
• Locally adaptive smoothing with Markov random fields and shrinkage priors (Q1752016) (← links)
• Modelling multi-output stochastic frontiers using copulas (Q1927154) (← links)
• Probabilistic prediction of neurological disorders with a statistical assessment of neuroimaging data modalities (Q1940028) (← links)
• Particle methods for stochastic differential equation mixed effects models (Q2057332) (← links)
• Hyperparameter estimation in Bayesian MAP estimation: parameterizations and consistency (Q2188103) (← links)
• Conditionally structured variational Gaussian approximation with importance weights (Q2209703) (← links)
• Stochastic epidemic models inference and diagnosis with Poisson random measure data augmentation (Q2241919) (← links)
• Development of a novel computational model for the balloon analogue risk task: the exponential-weight mean-variance model (Q2244632) (← links)
• Geometric ergodicity of Gibbs samplers for Bayesian general linear mixed models with proper priors (Q2341879) (← links)
• On reparametrization and the Gibbs sampler (Q2454004) (← links)
• Time-varying sparsity in dynamic regression models (Q2512529) (← links)
• Fitting stochastic epidemic models to gene genealogies using linear noise approximation (Q2686013) (← links)
• Sequential Bayesian inference for implicit hidden Markov models and current limitations (Q2786524) (← links)
• Approximate Bayesian Inference for Latent Gaussian models by using Integrated Nested Laplace Approximations (Q2920273) (← links)
• Fast Sampling in a Linear-Gaussian Inverse Problem (Q3179326) (← links)
• Markov Chain Monte Carlo for Exact Inference for Diffusions (Q4923056) (← links)
• Non-stationary multi-layered Gaussian priors for Bayesian inversion (Q5150818) (← links)
• Accelerating parallel tempering: Quantile tempering algorithm (QuanTA) (Q5203957) (← links)
• Hybrid iterative ensemble smoother for history matching of hierarchical models (Q6084315) (← links)
• Nonparametric Posterior Learning for Emission Tomography (Q6109174) (← links)
• Efficient data augmentation techniques for some classes of state space models (Q6111471) (← links)
• Multilevel linear models, Gibbs samplers and multigrid decompositions (with discussion) (Q6117932) (← links)
• Informative Bayesian neural network priors for weak signals (Q6121979) (← links)
• Non-centered parametric variational Bayes’ approach for hierarchical inverse problems of partial differential equations (Q6129005) (← links)
• Nested sampling methods (Q6170637) (← links)
• Scalable Bayesian computation for crossed and nested hierarchical models (Q6184925) (← links)
• Bayesian prediction of jumps in large panels of time series data (Q6202925) (← links)