Pages that link to "Item:Q2633947"
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The following pages link to On the half-Cauchy prior for a global scale parameter (Q2633947):
Displayed 50 items.
- BAMLSS: Bayesian Additive Models for Location, Scale, and Shape (and Beyond) (Q89961) (← links)
- Bayesian nonparametric weighted sampling inference (Q273622) (← links)
- Conditions for posterior contraction in the sparse normal means problem (Q276234) (← links)
- Sub-optimality of some continuous shrinkage priors (Q335657) (← links)
- The horseshoe estimator: posterior concentration around nearly black vectors (Q485913) (← links)
- Degradation modeling with subpopulation heterogeneities based on the inverse Gaussian process (Q821647) (← links)
- Bayesian modelling of skewness and kurtosis with two-piece scale and shape distributions (Q887248) (← links)
- Small area estimation of proportions with constraint for National Resources Inventory survey (Q1618199) (← links)
- Prior distributions for objective Bayesian analysis (Q1631565) (← links)
- The matrix-F prior for estimating and testing covariance matrices (Q1631604) (← links)
- Modeling and estimation for self-exciting spatio-temporal models of terrorist activity (Q1647648) (← links)
- High-dimensional multivariate posterior consistency under global-local shrinkage priors (Q1661340) (← links)
- Bayesian predictive inference under a Dirichlet process with sensitivity to the normal baseline (Q1731422) (← links)
- Bayes factor testing of multiple intraclass correlations (Q1738150) (← links)
- Flexible linear mixed models with improper priors for longitudinal and survival data (Q1746532) (← links)
- Locally adaptive smoothing with Markov random fields and shrinkage priors (Q1752016) (← links)
- Penalising model component complexity: a principled, practical approach to constructing priors (Q1790379) (← links)
- Minimum message length inference of the Poisson and geometric models using heavy-tailed prior distributions (Q1799691) (← links)
- The horseshoe-like regularization for feature subset selection (Q2040669) (← links)
- Markov decision processes with dynamic transition probabilities: an analysis of shooting strategies in basketball (Q2044233) (← links)
- Bayesian deconvolution and quantification of metabolites from \(J\)-resolved NMR spectroscopy (Q2057325) (← links)
- Bayesian regression tree models for causal inference: regularization, confounding, and heterogeneous effects (with discussion) (Q2057337) (← links)
- Ultra high-dimensional multivariate posterior contraction rate under shrinkage priors (Q2057840) (← links)
- A comparison of power-expected-posterior priors in shrinkage regression (Q2081738) (← links)
- Bayesian ridge estimators based on copula-based joint prior distributions for regression coefficients (Q2095777) (← links)
- Sparse estimation in linear dynamic networks using the stable spline horseshoe prior (Q2097847) (← links)
- Geometric ergodicity of Gibbs samplers for the horseshoe and its regularized variants (Q2136599) (← links)
- Contraction of a quasi-Bayesian model with shrinkage priors in precision matrix estimation (Q2156815) (← links)
- Detection of two-way outliers in multivariate data and application to cheating detection in educational tests (Q2170425) (← links)
- Global-local mixtures: a unifying framework (Q2206754) (← links)
- The horseshoe prior for time-varying parameter VARs and monetary policy (Q2246638) (← links)
- Joint prior distributions for variance parameters in Bayesian analysis of normal hierarchical models (Q2256756) (← links)
- Process modeling for slope and aspect with application to elevation data maps (Q2273018) (← links)
- Lasso meets horseshoe: a survey (Q2292393) (← links)
- Semiparametric multivariate and multiple change-point modeling (Q2316981) (← links)
- A nonparametric Bayesian methodology for regression discontinuity designs (Q2317304) (← links)
- Inverse stable prior for exponential models (Q2322047) (← links)
- Shrinkage priors for Bayesian penalized regression (Q2332812) (← links)
- On the propriety of the posterior of hierarchical linear mixed models with flexible random effects distributions (Q2339541) (← links)
- Good, great, or lucky? Screening for firms with sustained superior performance using heavy-tailed priors (Q2428740) (← links)
- Bayesian model-averaged benchmark dose analysis via reparameterized quantal-response models (Q2809552) (← links)
- Small area estimation for semicontinuous skewed spatial data: An application to the grape wine production in Tuscany (Q2874299) (← links)
- Modeling Random Effects Using Global–Local Shrinkage Priors in Small Area Estimation (Q3121171) (← links)
- Robust meta‐analytic‐predictive priors in clinical trials with historical control information (Q3465388) (← links)
- Fully Bayesian logistic regression with hyper-LASSO priors for high-dimensional feature selection (Q4960726) (← links)
- (Q5004047) (← links)
- The adaptive normal-hypergeometric-inverted-beta priors for sparse signals (Q5033960) (← links)
- A weakly informative prior for Bayesian dynamic model selection with applications in fMRI (Q5035723) (← links)
- A Heavy-Tailed and Overdispersed Collective Risk Model (Q5043473) (← links)
- Bayesian analysis of Turkish Income and Living Conditions data, using clustered longitudinal ordinal modelling with Bridge distributed random effects (Q5070482) (← links)