scientific article; zbMATH DE number 4215168
From MaRDI portal
Publication:3361717
Recommendations
- Laplace expansion for posterior densities of nonlinear functions of parameters
- scientific article; zbMATH DE number 775840
- On the validity of the formal Edgeworth expansion for posterior densities
- scientific article; zbMATH DE number 3938277
- Approximate marginal posterior distributions using asymptotic modes
Cited in
(68)- A Bayesian propensity score adjustment for latent variable modeling and MCMC algorithm
- On a generalization of the Laplace approximation
- Laplace approximations to means and variances with asymptotic modes
- Bayes inference in the Tobit censored regression model
- Approximation of Bayesian posterior densities in the heteroskedastic error regression model
- Informational complexity criteria for regression models.
- Bayesian model averaging for multivariate extremes
- Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior
- Boundary-mode approximations for posterior expectations
- Consistent model selection based on parameter estimates.
- Statistical inference for the Burr model based on progressively censored data
- A Laplace method for under-determined Bayesian optimal experimental designs
- Optimal volume-corrected Laplace-Metropolis method
- Hyper nonlocal priors for variable selection in generalized linear models
- Asymptotic analysis of model selection criteria for general hidden Markov models
- Integrated likelihood based inference for nonlinear panel data models with unobserved effects
- Self-switching Markov chains: emerging dominance phenomena
- Deviance information criterion for latent variable models and misspecified models
- On the validity of the formal Edgeworth expansion for posterior densities
- Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors
- Bias reduction in nonlinear and dynamic panels in the presence of cross-section dependence
- Fast Bayesian experimental design: Laplace-based importance sampling for the expected information gain
- Approximate large-scale Bayesian spatial modeling with application to quantitative magnetic resonance imaging
- Double-parallel Monte Carlo for Bayesian analysis of big data
- Fast estimation of expected information gains for Bayesian experimental designs based on Laplace approximations
- Approximating posterior probabilities in a linear model with possibly noninvertible moving average errors
- Nonsubjective priors via predictive relative entropy regret
- A generalization of BIC for the general exponential family
- Approximate Bayesian computation with modified log-likelihood ratios
- Consistency of Bayes factors under hyper g-priors with growing model size
- Inferences for the Birnbaum-Saunders fatigue life model using Bayesian methods
- Small-noise approximation for Bayesian optimal experimental design with nuisance uncertainty
- Bayes factors for peri-null hypotheses
- Improved marginal likelihood estimation via power posteriors and importance sampling
- Use of approximate bayesian methods for the block and basu bivariate exponential distribution
- scientific article; zbMATH DE number 4078498 (Why is no real title available?)
- Laplace expansion for posterior densities of nonlinear functions of parameters
- Laplace approximations and Bayesian information criteria in possibly misspecified models
- Survival prediction and variable selection with simultaneous shrinkage and grouping priors
- Approximations of geometrically ergodic reversible Markov chains
- On the consistency and the robustness in model selection criteria
- The blessings of multiple causes
- Relative efficiency of using summary versus individual data in random‐effects meta‐analysis
- Laplace's method and BIC model selection for least absolute value criterion
- On the tightness of the Laplace approximation for statistical inference
- Consistent Sparse Deep Learning: Theory and Computation
- Stochastic Convergence Rates and Applications of Adaptive Quadrature in Bayesian Inference
- An algorithm for distributed Bayesian inference
- On robustness of model selection criteria based on divergence measures: Generalizations of BHHJ divergence-based method and comparison
- Bayesian hypothesis tests with diffuse priors: can we have our cake and eat it too?
- Efficient and consistent model selection procedures for time series
- Bayesian information criterion approximations to Bayes factors for univariate and multivariate logistic regression models
- Bayesian Inference on High-Dimensional Multivariate Binary Responses
- Laplace approximations using \(n^\alpha\)-consistent estimators
- Oracle priors in Bayesian inference: a frequentist view
- Robust and consistent model evaluation criteria in high-dimensional regression
- Multi-head physics-informed neural networks for learning functional priors and uncertainty quantification
- Lower bounds on the rate of convergence for accept-reject-based Markov chains in Wasserstein and total variation distances
- Laplace and saddlepoint approximations in high dimensions
- Laplace-based strategies for Bayesian optimal experimental design with nuisance uncertainty
- Optimizing large-scale educational assessment with a ``divide-and-conquer strategy: fast and efficient distributed Bayesian inference in IRT models
- Nuisance parameters, modified profile likelihood and Jacobian prior
- Evidence bounds in singular models: probabilistic and variational perspectives
- Priors for reducing asymptotic bias of the posterior mean
- Approximate predictive densities and their applications in generalized linear models
- Weak convergence and the exponential rate of concentration for posterior density functions
- Posterior analysis of latent competing risk models by parallel tempering
- Analysis of comparative data with hierarchical autocorrelation
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3361717)
