Importance-Weighted Marginal Bayesian Posterior Density Estimation
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bivariate normal modelconditional density estimationconstrained linear multiple regression modeldependent observationskernel density estimationmarginal posterior densitiesMarkov chain sampling schemesMonte Carlonew importance-weighted marginal density estimation methodsimulationweighting conditional density
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Cited in
(32)- Estimation of posterior density functions from a posterior sample.
- On Monte Carlo methods for estimating ratios of normalizing constants
- Performance study of marginal posterior density estimation via Kullback-Leibler divergence
- On the use of marginal posteriors in marginal likelihood estimation via importance sampling
- Model uncertainty
- Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration
- Variable selection for multivariate logistic regression models
- Prior elicitation for model selection and estimation in generalized linear mixed models
- Estimating Bayesian credible intervals
- Bayesian updating and marginal likelihood estimation by cross entropy based importance sampling
- Inflated density ratio and its variation and generalization for computing marginal likelihoods
- A comparison of Monte Carlo methods for computing marginal likelihoods of item response theory models
- Integrated likelihood computation methods
- Bayesian analysis of structural correlated unobserved components and identification via heteroskedasticity
- Identification of differentially expressed genes in high-density oligonucleotide arrays accounting for the quantification limits of the technology
- Approximate marginal densities of independent parameters
- Partition Weighted Approach For Estimating the Marginal Posterior Density With Applications
- Sampling-Based Approaches to Calculating Marginal Densities
- Bayesian model diagnostics using functional Bregman divergence
- Bayesian variable selection for proportional hazards models
- scientific article; zbMATH DE number 1785747 (Why is no real title available?)
- Scalable Hyperparameter Selection for Latent Dirichlet Allocation
- Bayesian influence diagnostics using normalized functional Bregman divergence
- Reuse, recycle, reweigh: combating influenza through efficient sequential Bayesian computation for massive data
- Stochastic image denoising based on Markov-chain Monte Carlo sampling
- Marginal Likelihood Computation for Model Selection and Hypothesis Testing: An Extensive Review
- Model determination for the variance component model using reference priors
- Using MCMC chain outputs to efficiently estimate Bayes factors
- Scalable empirical Bayes inference and Bayesian sensitivity analysis
- Bayesian inference for the proportion of true null hypotheses using minimum Hellinger distance
- A review of Markov chain Monte Carlo and information theory tools for inverse problems in subsurface flow
- Default Bayes factors for ANOVA designs
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