Pages that link to "Item:Q4973618"

The following pages link to Multivariate output analysis for Markov chain Monte Carlo (Q4973618):

Displaying 44 items.

• Simultaneous transformation and rounding (STAR) models for integer-valued data (Q66005) (← links)
• Computationally efficient multivariate spatio-temporal models for high-dimensional count-valued data (with discussion) (Q1752017) (← links)
• Convergence analysis of a collapsed Gibbs sampler for Bayesian vector autoregressions (Q2044318) (← links)
• Particle methods for stochastic differential equation mixed effects models (Q2057332) (← links)
• Block Gibbs samplers for logistic mixed models: convergence properties and a comparison with full Gibbs samplers (Q2074304) (← links)
• Revisiting the Gelman-Rubin diagnostic (Q2075706) (← links)
• On Bayesian analysis of parsimonious Gaussian mixture models (Q2075730) (← links)
• A principled stopping rule for importance sampling (Q2106773) (← links)
• Backfitting for large scale crossed random effects regressions (Q2119243) (← links)
• Convergence rates of two-component MCMC samplers (Q2136999) (← links)
• An adaptive multiple-try Metropolis algorithm (Q2137054) (← links)
• Challenges in Markov chain Monte Carlo for Bayesian neural networks (Q2163079) (← links)
• Probabilistic predictions of SIS epidemics on networks based on population-level observations (Q2164661) (← links)
• Bayesian matrix completion approach to causal inference with panel data (Q2241470) (← links)
• Stochastic epidemic models inference and diagnosis with Poisson random measure data augmentation (Q2241919) (← links)
• Comment: unreasonable effectiveness of Monte Carlo (Q2325607) (← links)
• Irreversible samplers from jump and continuous Markov processes (Q2329758) (← links)
• Estimating accuracy of the MCMC variance estimator: asymptotic normality for batch means estimators (Q2667588) (← links)
• Batch size selection for variance estimators in MCMC (Q2671217) (← links)
• Finite-Dimensional Gaussian Approximation with Linear Inequality Constraints (Q4611516) (← links)
• Joint estimation of Robin coefficient and domain boundary for the Poisson problem (Q5019922) (← links)
• Globally Centered Autocovariances in MCMC (Q5057073) (← links)
• Bayesian Function-on-Scalars Regression for High-Dimensional Data (Q5066010) (← links)
• Global Consensus Monte Carlo (Q5066381) (← links)
• Reduced-Dimensional Monte Carlo Maximum Likelihood for Latent Gaussian Random Field Models (Q5066383) (← links)
• Assessing and Visualizing Simultaneous Simulation Error (Q5066389) (← links)
• d-blink: Distributed End-to-End Bayesian Entity Resolution (Q5066405) (← links)
• Fast Markov Chain Monte Carlo for High-Dimensional Bayesian Regression Models With Shrinkage Priors (Q5066449) (← links)
• Bayesian Model Selection in Additive Partial Linear Models Via Locally Adaptive Splines (Q5084431) (← links)
• Estimation of risk contributions with MCMC (Q5234382) (← links)
• Bayesian estimation of subset threshold autoregressions: short-term forecasting of traffic occupancy (Q5861442) (← links)
• A Bayesian latent spatial model for mapping the cortical signature of progression to Alzheimer's disease (Q6059488) (← links)
• Robust probit linear mixed models for longitudinal binary data (Q6068836) (← links)
• A Bayesian longitudinal trend analysis of count data with Gaussian processes (Q6089750) (← links)
• Joint Bayesian analysis of multiple response-types using the hierarchical generalized transformation model (Q6121614) (← links)
• Ensemble MCMC: accelerating pseudo-marginal MCMC for state space models using the ensemble Kalman filter (Q6121617) (← links)
• Bayesian model calibration for diblock copolymer thin film self-assembly using power spectrum of microscopy data and machine learning surrogate (Q6147036) (← links)
• Optimal scaling of MCMC beyond Metropolis (Q6159395) (← links)
• Lagged couplings diagnose Markov chain Monte Carlo phylogenetic inference (Q6161882) (← links)
• Functional clustering methods for binary longitudinal data with temporal heterogeneity (Q6170537) (← links)
• Efficient shape-constrained inference for the autocovariance sequence from a reversible Markov chain (Q6183871) (← links)
• Exact convergence analysis for metropolis–hastings independence samplers in Wasserstein distances (Q6198959) (← links)
• Strong invariance principles for ergodic Markov processes (Q6200877) (← links)
• Bayesian inference, model selection and likelihood estimation using fast rejection sampling: the Conway-Maxwell-Poisson distribution (Q6201432) (← links)