Estimating marginal likelihoods for mixture and Markov switching models using bridge sampling techniques*
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- Estimation and comparison of multiple change-point models
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- scientific article; zbMATH DE number 777596 (Why is no real title available?)
- scientific article; zbMATH DE number 3390199 (Why is no real title available?)
- Marginal Likelihood From the Metropolis–Hastings Output
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Cited in
(66)- Bayesian testing for non-linearity in volatility modeling
- Interpretation and inference in mixture models: simple MCMC works
- Bayesian inference in non-homogeneous Markov mixtures of periodic autoregressions with state-dependent exogenous variables
- Marginal likelihoods for non-Gaussian models using auxiliary mixture sampling
- Bayesian density estimation using skew Student-\(t\)-normal mixtures
- On the use of marginal posteriors in marginal likelihood estimation via importance sampling
- Income inequality decomposition using a finite mixture of log-normal distributions: a Bayesian approach
- A tutorial on bridge sampling
- Panel data analysis: a survey on model-based clustering of time series
- The marginal likelihood of dynamic mixture models
- Bayesian estimation of generalized hyperbolic skewed student GARCH models
- A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood
- On marginal likelihood computation in change-point models
- Bayesian model choice of grouped t-copula
- Bayesian variable selection in non-homogeneous hidden Markov models through an evolutionary Monte Carlo method
- Improving bridge estimators via \(f\)-GAN
- Computing marginal likelihoods via the Fourier integral theorem and pointwise estimation of posterior densities
- Properties of the bridge sampler with a focus on splitting the MCMC sample
- Estimating marginal likelihoods from the posterior draws through a geometric identity
- Modeling price response from retail sales: an empirical comparison of models with different representations of heterogeneity
- Bayesian multivariate latent class profile analysis: exploring the developmental progression of youth depression and substance use
- Bayesian shrinkage in mixture-of-experts models: identifying robust determinants of class membership
- Keeping the balance -- bridge sampling for marginal likelihood estimation in finite mixture, mixture of experts and Markov mixture models
- A simple method for comparing complex models: Bayesian model comparison for hierarchical multinomial processing tree models using Warp-III bridge sampling
- From here to infinity: sparse finite versus Dirichlet process mixtures in model-based clustering
- New approaches to compute Bayes factor in finite mixture models
- Marginal likelihood for Markov-switching and change-point GARCH models
- Recursive pathways to marginal likelihood estimation with prior-sensitivity analysis
- Bayesian variable selection for latent class analysis using a collapsed Gibbs sampler
- Bayesian analysis of proportions via a hidden Markov model
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- Robust and efficient specification tests in Markov-switching autoregressive models
- Modeling time-varying parameters using artificial neural networks: a GARCH illustration
- On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural networks
- A transitional Markov switching autoregressive model
- Can CDS indexes signal future turmoils in the stock market? A Markov switching perspective
- Bayesian inference for finite mixtures of univariate and multivariate skew-normal and skew-t distributions
- Bayesian estimation of a Markov-switching threshold asymmetric GARCH model with Student-t innovations
- Risk measures for skew normal mixtures
- A Bayesian approach to model-based clustering for binary panel probit models
- Flexible Bayesian analysis of first price auctions using a simulated likelihood
- Target-aware Bayesian inference: how to beat optimal conventional estimators
- Pitfalls of estimating the marginal likelihood using the modified harmonic mean
- MCMC for Markov-switching models -- Gibbs sampling vs. marginalized likelihood
- Hidden Markov model in multiple testing on dependent count data
- Importance sampling schemes for evidence approximation in mixture models
- A Bayesian analysis of payday loans and their regulation
- Clustering Multiple Time Series with Structural Breaks
- Context Learning in the Rodent Hippocampus
- Neural Network Models for Conditional Distribution Under Bayesian Analysis
- Bayesian estimation and model comparison for linear dynamic panel models with missing values
- Variational Bayes estimation of hierarchical Dirichlet-multinomial mixtures for text clustering
- Autoregressive Moving Average Infinite Hidden Markov-Switching Models
- A New Approach to Dating the Reference Cycle
- An anisotropic and inhomogeneous hidden Markov model for the classification of water quality spatio-temporal series on a national scale: the case of Scotland
- Model-based clustering based on sparse finite Gaussian mixtures
- Easily computed marginal likelihoods from posterior simulation using the THAMES estimator
- Estimation of ratios of normalizing constants using stochastic approximation: the SARIS algorithm
- Clustering high-dimensional mixed data to uncover sub-phenotypes: joint analysis of phenotypic and genotypic data
- Model weights for model choice and averaging
- Bayesian estimation of an extended local scale stochastic volatility model
- Improved variational Bayes inference for transcript expression estimation
- A novel method of marginalisation using low discrepancy sequences for integrated nested Laplace approximations
- A comparison of Bayesian model selection based on MCMC with an application to GARCH-type models
- Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity
- Exact and Monte Carlo calculations of integrated likelihoods for the latent class model
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