scientific article; zbMATH DE number 597911
From MaRDI portal
Publication:4298922
Cited in
(only showing first 100 items - show all)- Bayesian model discrimination for partially-observed epidemic models
- A new class of multivariate skew distributions with applications to bayesian regression models
- Bayesian inference for finite mixtures of generalized linear models with random effects
- Bayesian goodness of fit testing with mixtures of triangular distributions
- Estimation, prediction and interpretation of NGG random effects models: an application to Kevlar fibre failure times
- Bayesian analysis of immigration in Europe with generalized logistic regression
- Bayesian variable selection for the Cox regression model with missing covariates
- Bayesian nonparametric multivariate ordinal regression
- Simulating normalizing constants: From importance sampling to bridge sampling to path sampling
- Posterior predictive checks: principles and discussion procedures
- Benchmark priors for Bayesian model averaging.
- Bayesian analysis of generalized odds-rate hazards models for survival data
- A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation
- Confronting model misspecification in macroeconomics
- Prior adjusted default Bayes factors for testing (in)equality constrained hypotheses
- Skew-normal/independent linear mixed models for censored responses with applications to HIV viral loads
- Joint spatial modeling of recurrent infection and growth with processes under intermittent observation
- Prior sensitivity in theory testing: an apologia for the Bayes factor
- A semiparametric Bayesian model for multiple monotonically increasing count sequences
- Marginal likelihood calculation for the Gelfand-Dey and Chib methods
- Bayesian factor analysis with fat-tailed factors and its exact marginal likelihood
- Model comparison of nonlinear structural equation models with fixed covariates
- Structural analysis with multivariate autoregressive index models
- Power-weighted densities for time series data
- Bayesian bandwidth estimation and semi-metric selection for a functional partial linear model with unknown error density
- Choosing the link function and accounting for link uncertainty in generalized linear models using Bayes factors
- Semi-parametric survival analysis via Dirichlet process mixtures of the first hitting time model
- Application of a multidimensional nested logit model to multiple-choice test items
- Endogeneity of store attributes in heterogeneous store-level sales response models
- Relevance of functional flexibility for heterogeneous sales response models: a comparison of parametric and semi-nonparametric models
- Bayesian beta regression for bounded responses with unknown supports
- Bayesian variable selection for latent class models
- Bayesian test for asymmetry and nonstationarity in MTAR model with possibly incomplete data
- A Bayesian model selection method with applications
- Bayesian analysis of RNA-Seq data using a family of negative binomial models
- Understanding predictive information criteria for Bayesian models
- Bayesian panel data analysis for exploring the impact of subprime financial crisis on the US stock market
- A flexible approach to parametric inference in nonlinear and time varying time series models
- Improved cross-entropy method for estimation
- A simulation-based approach to Bayesian sample size determination for performance under a given model and for separating models
- Bayesian model choice based on Monte Carlo estimates of posterior model probabilities
- Modelling trends in road accident frequency -- Bayesian inference for rates with uncertain exposure
- Overdispersed generalized linear models
- The Bayes factor for inequality and about equality constrained models
- Bayesian goodness-of-fit testing using infinite-dimensional exponential families
- Methods for inference in large multiple-equation Markov-switching models
- Reference optimality criterion for planning accelerated life testing
- Bayesian analysis of ODEs: solver optimal accuracy and Bayes factors
- Sparse seemingly unrelated regression modelling: applications in finance and econometrics
- Recursive pathways to marginal likelihood estimation with prior-sensitivity analysis
- Bayesian local influence for survival models
- A Bayesian multiple comparison procedure for simply ordered treatment medians
- Bayesian testing of restrictions on vector autoregressive models
- Methods for computing marginal data densities from the Gibbs output
- Bayesian inference in a correlated random coefficients model: modeling causal effect heterogeneity with an application to heterogeneous returns to schooling
- On the statistical identification of DSGE models
- A naïve sticky information model of households' inflation expectations
- A Semiparametric Bayesian Approach to Dropout in Longitudinal Studies With Auxiliary Covariates
- Generalized accelerated failure time spatial frailty model for arbitrarily censored data
- Bayesian analysis of multivariate survival data using Monte Carlo methods
- Marginal Bayesian nonparametric model for time to disease arrival of threatened amphibian populations
- Hierarchical Bayesian models applied to air surveillance radars
- Bayes factors and hierarchical models
- Emulation of higher-order tensors in manifold Monte Carlo methods for Bayesian inverse problems
- Comparing dynamic equilibrium models to data: a Bayesian approach
- A Dirichlet process mixture model for the analysis of correlated binary responses
- Bayesian variable selection in a class of mixture models for ordinal data: a comparative study
- Bayesian Model Averaging: A Systematic Review and Conceptual Classification
- Computationally tractable approximate and smoothed Polya trees
- A flexible approach to Bayesian multiple curve fitting
- A survey of Bayesian predictive methods for model assessment, selection and comparison
- Bayesian inference in nonlinear mixed-effects models using normal independent distributions
- A surrogate-assisted uncertainty-aware Bayesian validation framework and its application to coupling free flow and porous-medium flow
- Bayesian Approaches to Shrinkage and Sparse Estimation
- Estimating variable returns to scale production frontiers with alternative stochastic assumptions
- A Bayesian approach to model-based clustering for binary panel probit models
- Bayesian Nonparametric Meta‐Analysis Using Polya Tree Mixture Models
- Cross-validation prior choice in Bayesian probit regression with many covariates
- Pitfalls of estimating the marginal likelihood using the modified harmonic mean
- A flexible AFT model for misclassified clustered interval-censored data
- Bayesian analysis of longitudinal ordered data with flexible random effects using McMC: application to diabetic macular edema data
- A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood
- Some Bayesian predictive approaches to model selection
- Economic variable selection
- Investigation of the widely applicable Bayesian information criterion
- Bayesian empirical likelihood methods for quantile comparisons
- The marginal likelihood of dynamic mixture models
- Modified harmonic mean method for spatial autoregressive models
- Nonparametric adaptive Bayesian regression using priors with tractable normalizing constants and under qualitative assumptions
- Approximate predictive densities and their applications in generalized linear models
- Properties of intrinsic and fractional Bayes factors
- A new latent cure rate marker model for survival data
- Semiparametric Bayes proportional odds models for current status data with underreporting
- Bayesian path specific frailty models for multi-state survival data with applications
- Hidden Markov model in multiple testing on dependent count data
- Bayesian analysis of nested logit model by Markov chain Monte Carlo.
- New approaches to compute Bayes factor in finite mixture models
- On the evolution of the monetary policy transmission mechanism
- Explaining the behavior of joint and marginal Monte Carlo estimators in latent variable models with independence assumptions
- Classification in segmented regression problems
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 Q4298922)