Bayesian analysis of mixture models with Yeo-Johnson transformation
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Cites work
- A new family of power transformations to improve normality or symmetry
- Bayes Factors
- Bayesian analysis of latent Markov models with non-ignorable missing data
- Bayesian Measures of Model Complexity and Fit
- Bayesian mixture of autoregressive models
- Bayesian semiparametric structural equation models with latent variables
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- Deviance information criteria for missing data models
- Estimating the dimension of a model
- Finite mixture and Markov switching models.
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- Hierarchical Dirichlet Processes
- scientific article; zbMATH DE number 1085980 (Why is no real title available?)
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- scientific article; zbMATH DE number 3251902 (Why is no real title available?)
- Markov chain Monte Carlo Estimation of Classical and Dynamic Switching and Mixture Models
- Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
- The Calculation of Posterior Distributions by Data Augmentation
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