Bayesian variable selection in a finite mixture of linear mixed-effects models
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Cites work
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Cited in
(9)- Bayesian effect selection in structured additive distributional regression models
- Robust modeling of multivariate longitudinal data using modified Cholesky and hypersphere decompositions
- Model selection for Bayesian linear mixed models with longitudinal data: Sensitivity to the choice of priors
- Model selection in finite mixture of regression models: a Bayesian approach with innovative weightedgpriors and reversible jump Markov chain Monte Carlo implementation
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- Bayesian inference with spike-and-slab priors for differential item functioning detection in a multiple-group IRT tree model
- Determination of correlations in multivariate longitudinal data with modified Cholesky and hypersphere decomposition using Bayesian variable selection approach
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