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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• 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
• Investigation of the widely applicable Bayesian information criterion
• Bayesian analysis of nested logit model by Markov chain Monte Carlo.
• Local non-stationarity test in mean for Markov switching GARCH models: an approximate Bayesian approach
• Bayesian estimation of an extended local scale stochastic volatility model
• Bayesian Approaches to Nonparametric Estimation of Densities on the Unit Interval
• The marginal likelihood of dynamic mixture models
• Modified harmonic mean method for spatial autoregressive models
• Bayesian path specific frailty models for multi-state survival data with applications
• Explaining the behavior of joint and marginal Monte Carlo estimators in latent variable models with independence assumptions
• A note on Bayes factor consistency in partial linear models
• Bayesian inference of the fully specified subdistribution model for survival data with competing risks
• A Bayesian predictive approach to model selection.
• New approaches to compute Bayes factor in finite mixture models
• On the evolution of the monetary policy transmission mechanism
• A new latent cure rate marker model for survival data
• A bivariate frailty model for events with a permanent survivor fraction and non-monotonic hazards; with an application to age at first maternity
• Comparison between a measurement error model and a linear model without measurement error
• A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density
• Classification in segmented regression problems
• Semiparametric errors-in-variables models. A Bayesian approach
• Drug risk assessment with determining the number of sub-populations under finite mixture normal models
• A short history of Markov chain Monte Carlo: Subjective recollections from incomplete data
• Economic variable selection
• A comparison of Bayesian model selection based on MCMC with an application to GARCH-type models
• Semiparametric Bayes proportional odds models for current status data with underreporting
• Inference for grouped data with a truncated skew-Laplace distribution
• Bayesian model selection for longitudinal count data
• A Bayesian model for repeated measures zero-inflated count data with application to outpatient psychiatric service use
• Extensions of a conflict measure of inconsistencies in Bayesian hierarchical models
• Properties of the bridge sampler with a focus on splitting the MCMC sample
• Some Bayesian predictive approaches to model selection
• Hidden Markov model in multiple testing on dependent count data
• Bayesian analysis for a fractional population growth model
• Approximate predictive densities and their applications in generalized linear models
• Bayesian hierarchical multivariate formulation with factor analysis for nested ordinal data
• Optimal hypothesis testing: From semi to fully Bayes factors
• Bayesian nonparametric multiple testing
• Recursive pathways to marginal likelihood estimation with prior-sensitivity analysis
• 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
• Choosing the link function and accounting for link uncertainty in generalized linear models using Bayes factors
• Overdispersed generalized linear models
• Marginal Bayesian nonparametric model for time to disease arrival of threatened amphibian populations
• A flexible AFT model for misclassified clustered interval-censored data
• 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 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
• Bayesian inference in a correlated random coefficients model: modeling causal effect heterogeneity with an application to heterogeneous returns to schooling
• A Bayesian multiple comparison procedure for simply ordered treatment medians
• Comparing dynamic equilibrium models to data: a Bayesian approach
• On the statistical identification of DSGE models
• Bayesian analysis of immigration in Europe with generalized logistic regression
• Posterior predictive checks: principles and discussion procedures
• A Bayesian approach to model-based clustering for binary panel probit models
• Bayesian nonparametric multivariate ordinal regression
• Bayesian goodness of fit testing with mixtures of triangular distributions

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