Conditional Prior Proposals in Dynamic Models
From MaRDI portal
\(t\)-distributionautoregressionBayesian inferencesbinary time seriescomparisonconditional prior proposalconvergenceMarkov chainMetropolis-Hastings algorithmMonte Carlo simulations
Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Foundations and philosophical topics in statistics (62A01) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05) Probabilistic methods, stochastic differential equations (65C99)
Recommendations
Cited in
(24)- Function estimation with locally adaptive dynamic models
- Multivariate regression analysis of panel data with binary outcomes applied to unemployment data
- Fitting large-scale structured additive regression models using Krylov subspace methods
- Dynamic model-based clustering for spatio-temporal data
- An algorithm for prior elicitation in dynamic Bayesian models for proportions with the logit link function
- Generalized structured additive regression based on Bayesian P-splines
- Bayesian variable selection for Poisson regression with underreported responses
- Smoothing sample extremes with dynamic models
- Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations (with discussion)
- A Hierarchical Model for Space–Time Surveillance Data on Meningococcal Disease Incidence
- Markov chain Monte Carlo for dynamic generalised linear models
- A statistical approach to the inverse problem in magnetoencephalography
- Dynamic Conditional Independence Models and Markov Chain Monte Carlo Methods
- On Block Updating in Markov Random Field Models for Disease Mapping
- Approximating Hidden Gaussian Markov Random Fields
- Particle Filtering for Partially Observed Gaussian State Space Models
- Transfer functions in dynamic generalized linear models
- A Bayesian analysis of relative cancer survival with geoadditive models
- On computational aspects of Bayesian spatial models: influence of the neighboring structure in the efficiency of MCMC algorithms
- Comparison of sampling schemes for dynamic linear models
- Classical inference for time series of count data in parameter-driven models
- Efficient MCMC sampling in dynamic mixture models
- Generalized spatial dynamic factor models
- A model for non-parametric spatially varying regression effects
This page was built for publication: Conditional Prior Proposals in Dynamic Models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4255160)
