Pages that link to "Item:Q5313471"

The following pages link to Computing marginal likelihoods from a single MCMC output (Q5313471):

Displaying 15 items.

• Computational tools for comparing asymmetric GARCH models via Bayes factors (Q419441) (← links)
• A review of Markov chain Monte Carlo and information theory tools for inverse problems in subsurface flow (Q695718) (← links)
• Non-iterative sampling-based Bayesian methods for identifying changepoints in the sequence of cases of haemolytic uraemic syndrome (Q961786) (← links)
• On the use of marginal posteriors in marginal likelihood estimation via importance sampling (Q1623576) (← links)
• A new Monte Carlo method for estimating marginal likelihoods (Q1631546) (← links)
• Efficient model comparison techniques for models requiring large scale data augmentation (Q1631557) (← links)
• Bayesian hierarchical robust factor analysis models for partially observed sample-selection data (Q1686243) (← links)
• Inflated density ratio and its variation and generalization for computing marginal likelihoods (Q2131900) (← links)
• Computing marginal likelihoods via the Fourier integral theorem and pointwise estimation of posterior densities (Q2172117) (← links)
• A comparison of Monte Carlo methods for computing marginal likelihoods of item response theory models (Q2178162) (← links)
• Discussion on ``A comparison of Monte Carlo methods for computing marginal likelihoods of item response theory models'' (Q2178168) (← links)
• Rejoinder: A comparison of Monte Carlo methods for computing marginal likelihoods of item response theory models (Q2178169) (← links)
• Partition Weighted Approach For Estimating the Marginal Posterior Density With Applications (Q3391240) (← links)
• Bayesian Estimation for Bivariate Gamma Processes with Copula (Q5051093) (← links)
• The use of Bayes factors to compare interest rate term structure models (Q5746770) (← links)