Default Bayesian model determination methods for generalised linear mixed models
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Publication:2445779
DOI10.1016/J.CSDA.2010.03.008zbMATH Open1284.62462DBLPjournals/csda/OverstallF10OpenAlexW2063984458WikidataQ58296073 ScholiaQ58296073MaRDI QIDQ2445779FDOQ2445779
Authors: Antony M. Overstall, Jonathan J. Forster 
Publication date: 14 April 2014
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://eprints.soton.ac.uk/64862/1/Overstall120310.pdf
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Cited In (16)
- Variational inference for generalized linear mixed models using partially noncentered parametrizations
- Prior adjusted default Bayes factors for testing (in)equality constrained hypotheses
- Adaptive change-point mixed models applied to data on outpatient tetracycline use in Europe
- Reversible jump Markov chain Monte Carlo algorithms for Bayesian variable selection in logistic mixed models
- Prior distributions for objective Bayesian analysis
- A stochastic variational framework for fitting and diagnosing generalized linear mixed models
- Default Bayes factors for generalized linear models.
- A simple method for comparing complex models: Bayesian model comparison for hierarchical multinomial processing tree models using Warp-III bridge sampling
- Model choice in generalised linear models: a Bayesian approach via Kullback-Leibler projections
- Special issue on variable selection and robust procedures
- A tutorial on bridge sampling
- Properties of the bridge sampler with a focus on splitting the MCMC sample
- Improving bridge estimators via \(f\)-GAN
- Reference Bayesian Methods for Generalized Linear Mixed Models
- Reversible jump methods for generalised linear models and generalised linear mixed models
- Default Bayesian analysis for multivariate generalized CAR models
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