scientific article; zbMATH DE number 597911

zbMATH Open0800.62170MaRDI QIDQ4298922FDOQ4298922

Authors: Alan E. Gelfand, Dipak K. Dey 

Publication date: 29 June 1994

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Mathematics Subject Classification ID

Bayesian inference (62F15)

Cited In (only showing first 100 items - show all)

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• Bayesian testing of restrictions on vector autoregressive models
• Bayesian variable selection in a class of mixture models for ordinal data: a comparative study
• A Dirichlet process mixture model for the analysis of correlated binary responses
• A survey of Bayesian predictive methods for model assessment, selection and comparison
• Semi-parametric survival analysis via Dirichlet process mixtures of the first hitting time model
• Estimating variable returns to scale production frontiers with alternative stochastic assumptions
• Bayesian model discrimination for partially-observed epidemic models
• A simulation-based approach to Bayesian sample size determination for performance under a given model and for separating models
• Generalized accelerated failure time spatial frailty model for arbitrarily censored data
• Prior adjusted default Bayes factors for testing (in)equality constrained hypotheses
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• Overdispersed generalized linear models
• Marginal Bayesian nonparametric model for time to disease arrival of threatened amphibian populations
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• Application of a multidimensional nested logit model to multiple-choice test items
• Endogeneity of store attributes in heterogeneous store-level sales response models
• Bayesian panel data analysis for exploring the impact of subprime financial crisis on the US stock market
• Bayesian variable selection for the Cox regression model with missing covariates
• Structural analysis with multivariate autoregressive index models
• Bayesian analysis of ODEs: solver optimal accuracy and Bayes factors
• A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood
• Bayesian bandwidth estimation and semi-metric selection for a functional partial linear model with unknown error density
• Bayesian variable selection for latent class models
• Bayesian local influence for survival models
• Pitfalls of estimating the marginal likelihood using the modified harmonic mean
• A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation
• Confronting model misspecification in macroeconomics
• Power-weighted densities for time series data
• Bayesian analysis of longitudinal ordered data with flexible random effects using McMC: application to diabetic macular edema data
• Bayesian analysis of generalized odds-rate hazards models for survival data
• 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
• A Bayesian model selection method with applications
• Modelling trends in road accident frequency -- Bayesian inference for rates with uncertain exposure
• Bayesian goodness-of-fit testing using infinite-dimensional exponential families
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• A Bayesian multiple comparison procedure for simply ordered treatment medians
• Comparing dynamic equilibrium models to data: a Bayesian approach
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• Bayesian analysis of immigration in Europe with generalized logistic regression
• Posterior predictive checks: principles and discussion procedures
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• Bayesian nonparametric multivariate ordinal regression
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• A naïve sticky information model of households' inflation expectations
• Skew-normal/independent linear mixed models for censored responses with applications to HIV viral loads
• Bayesian test for asymmetry and nonstationarity in MTAR model with possibly incomplete data
• Bayesian model choice based on Monte Carlo estimates of posterior model probabilities
• A Semiparametric Bayesian Approach to Dropout in Longitudinal Studies With Auxiliary Covariates
• Bayes factors and hierarchical models
• A flexible approach to Bayesian multiple curve fitting
• 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
• Sparse seemingly unrelated regression modelling: applications in finance and econometrics
• Understanding predictive information criteria for Bayesian models
• Improved cross-entropy method for estimation
• Emulation of higher-order tensors in manifold Monte Carlo methods for Bayesian inverse problems
• Methods for inference in large multiple-equation Markov-switching models
• Methods for computing marginal data densities from the Gibbs output
• Bayesian analysis of multivariate survival data using Monte Carlo methods
• Bayesian Approaches to Shrinkage and Sparse Estimation
• Bayesian analysis of RNA-Seq data using a family of negative binomial models
• Estimation, prediction and interpretation of NGG random effects models: an application to Kevlar fibre failure times
• A surrogate-assisted uncertainty-aware Bayesian validation framework and its application to coupling free flow and porous-medium flow
• Bayesian beta regression for bounded responses with unknown supports
• Hierarchical Bayesian models applied to air surveillance radars
• Prior sensitivity in theory testing: an apologia for the Bayes factor
• Bayesian Model Averaging: A Systematic Review and Conceptual Classification
• Bayesian inference in nonlinear mixed-effects models using normal independent distributions
• Bayesian Nonparametric Meta‐Analysis Using Polya Tree Mixture Models
• A flexible approach to parametric inference in nonlinear and time varying time series models
• Computationally tractable approximate and smoothed Polya trees
• Joint spatial modeling of recurrent infection and growth with processes under intermittent observation
• Model comparison of nonlinear structural equation models with fixed covariates
• Relevance of functional flexibility for heterogeneous sales response models: a comparison of parametric and semi-nonparametric models
• Reference optimality criterion for planning accelerated life testing
• Cross-validation prior choice in Bayesian probit regression with many covariates
• Simulating normalizing constants: From importance sampling to bridge sampling to path sampling
• Benchmark priors for Bayesian model averaging.
• The Bayes factor for inequality and about equality constrained models
• Non-iterative sampling-based Bayesian methods for identifying changepoints in the sequence of cases of haemolytic uraemic syndrome
• Specification tests for time-varying parameter models with stochastic volatility
• A review of Markov chain Monte Carlo and information theory tools for inverse problems in subsurface flow
• Model weights for model choice and averaging
• Some connections between Bayesian and non-Bayesian methods for regression model selection
• Semi-parametric dynamic time series modelling with applications to detecting neural dynamics
• Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models
• A service model for nutrition supplement prediction based on fuzzy Bayes model using bigdata in livestock
• A Bayesian semiparametric regression model for reliability data using effective age
• Bayesian semiparametric model for spatially correlated interval-censored survival data
• Stacked Laplace-EM algorithm for duration models with time-varying and random effects
• Bayesian empirical likelihood methods for quantile comparisons
• Nonparametric adaptive Bayesian regression using priors with tractable normalizing constants and under qualitative assumptions
• Properties of intrinsic and fractional Bayes factors
• Bayesian estimation of a Markov-switching threshold asymmetric GARCH model with Student-t innovations
• Variable selection in qualitative models via an entropic explanatory power
• Bayesian model comparison: log scores and \(DIC\)
• Bayesian nonparametric clustering for large data sets

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