Inference for nonconjugate Bayesian Models using the Gibbs sampler
From MaRDI portal
Publication:3993624
Cites work
- scientific article; zbMATH DE number 3442988 (Why is no real title available?)
- scientific article; zbMATH DE number 3390151 (Why is no real title available?)
- A test for normality against symmetric alternatives
- Estimating Michaelis-Menten Parameters: Bias, Variance and Experimental Design
- Sampling-Based Approaches to Calculating Marginal Densities
- Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
- The Calculation of Posterior Distributions by Data Augmentation
Cited in
(28)- Bayesian analysis of stochastic volatility models with fat-tails and correlated errors
- A model for non-parametric spatially varying regression effects
- Bayesian analysis of outlier problems using divergence measures
- Weighted Bayesian bootstrap for scalable posterior distributions
- A Bayesian analysis of a simultaneous equations model for insurance rate-making
- Nonlinear and nonnormal filters using Monte Carlo methods
- Detecting structural changes in longitudinal network data
- Discussion
- Monte Carlo inference in econometric models with symmetric stable disturbances
- Bayesian \(l_0\)-regularized least squares
- Bayesian calibration in the estimation of the age of rhinoceros
- An index sampling algorithm for the bayesian analysis of a class of model selection problems
- Bayesian regularization: from Tikhonov to horseshoe
- Bayesian estimation of state-space models using the Metropolis-Hastings algorithm within Gibbs sampling.
- Bayesian statistics with a smile: a resampling-sampling perspective
- Bayesian heavy-tailed models and conflict resolution: a review
- Nonlinear and non-Gaussian state-space modeling with Monte Carlo simulations
- Bayesian sensitivity analysis in elliptical linear regression models
- Bayesian analysis of order-statistics models for ranking data
- Bayesian inference in location-scale distributions with independent bivariate priors
- Reconstructing Past Populations With Uncertainty From Fragmentary Data
- On markov chain monte carlo methods for nonlinear and non-gaussian state-space models
- A Bayesian approach to additive semiparametric regression
- State space modeling of non-standard actuarial time series
- Conjugate analysis of multivariate normal data with incomplete observations
- Quasi-likelihood estimation for GLM with random scales
- Bayes regression with autoregressive errors. A Gibbs sampling approach
- Bayesian model averaging: A tutorial. (with comments and a rejoinder).
This page was built for publication: Inference for nonconjugate Bayesian Models using the Gibbs sampler
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3993624)