Bayesian estimation of correlation matrices of longitudinal data
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Cites work
- A joint modelling approach for longitudinal studies
- A parameterization of positive definite matrices in terms of partial correlation vines
- Analysis of multivariate probit models
- Bayesian correlation estimation
- Bayesian Measures of Model Complexity and Fit
- Bayesian Variable Selection in Linear Regression
- Completion problem with partial correlation vines
- Computationally efficient banding of large covariance matrices for ordered data and connections to banding the inverse Cholesky factor
- Constructing priors based on model size for nondecomposable Gaussian graphical models: a simulation based approach
- Direct formulation to Cholesky decomposition of a general nonsingular correlation matrix
- Distribution of random correlation matrices: hyperspherical parameterization of the Cholesky factor
- Efficient Bayesian inference for Gaussian copula regression models
- Efficient Bayesian regularization for graphical model selection
- Efficient estimation of covariance selection models
- Generating random correlation matrices based on partial correlations
- Generating random correlation matrices based on vines and extended onion method
- Gibbs Sampling for Bayesian Non-Conjugate and Hierarchical Models by Using Auxiliary Variables
- High dimensional covariance matrix estimation using a factor model
- scientific article; zbMATH DE number 1964693 (Why is no real title available?)
- scientific article; zbMATH DE number 1556163 (Why is no real title available?)
- Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation
- Joint models for the association of longitudinal binary and continuous processes with application to a smoking cessation trial
- Modeling covariance matrices via partial autocorrelations
- Modelling structured correlation matrices
- Parameterizing correlations: a geometric interpretation
- Priors for ordered conditional variance and vector partial correlation
- Slice sampling. (With discussions and rejoinder)
- Spike and slab variable selection: frequentist and Bayesian strategies
- The Matrix-Logarithmic Covariance Model
Cited in
(6)- Modelling correlation matrices in multivariate data, with application to reciprocity and complementarity of child-parent exchanges of support
- Bayesian Regularized Regression Copula Processes for Multivariate Responses
- Time-varying correlations in multivariate unobserved components time series models
- A new algorithm for sampling parameters in a structured correlation matrix with application to estimating optimal combinations of muscles to quantify progression in Duchenne muscular dystrophy
- A Bayesian approach to modeling variance of intensive longitudinal biomarker data as a predictor of health outcomes
- Bayesian inference for correlations in multivariate count data: a comparison of lognormal and gamma random effects
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