scientific article; zbMATH DE number 720676
From MaRDI portal
Publication:4322324
zbMath0813.62026MaRDI QIDQ4322324
Publication date: 6 June 1995
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
robustnessconsistencyasymptotic normalitycoherenceprior informationsimplicitymodel criticismfractional Bayes factorcomparison of modelspartial Bayes factorsweak prior information
Related Items
Some connections between Bayesian and non-Bayesian methods for regression model selection, A simulation-based approach to Bayesian sample size determination for performance under a given model and for separating models, Objective Bayesian testing on the common mean of several normal distributions under divergence-based priors, Model comparison of coordinate-free multivariate skewed distributions with an application to stochastic frontiers, Statistical evidence and sample size determination for Bayesian hypothesis testing, Prior adjusted default Bayes factors for testing (in)equality constrained hypotheses, Training samples in objective Bayesian model selection., A new minimal training sample scheme for intrinsic Bayes factors in censored data, Limiting behavior of the Jeffreys power-expected-posterior Bayes factor in Gaussian linear models, Bayesian analysis of the error correction model, Editors' introduction to the special issue ``Bayes factors for testing hypotheses in psychological research: practical relevance and new developments, The philosophy of Bayes factors and the quantification of statistical evidence, Error probabilities in default Bayesian hypothesis testing, Automatic Bayes factors for testing variances of two independent normal distributions, Using Bayes factors to test the predictions of models: a case study in visual working memory, Prior distributions for objective Bayesian analysis, Learning Markov equivalence classes of directed acyclic graphs: an objective Bayes approach, Multiple testing of response rates with a control: A Bayesian stepwise approach, Bayesian joint inference for multiple directed acyclic graphs, A Bayesian \(\chi^2\) test for goodness-of-fit, Asymptotic equivalence between the default Bayes factors and the ordinary Bayes factors with intrinsic priors, Some comments on Bayes factors, Posterior-based Wald-type statistics for hypothesis testing, Variable selection using shrinkage priors, Bayesian model selection for nonlinear aeroelastic systems using wind-tunnel data, The conflict between improper priors and robustness, Default Bayesian analysis of the Behrens-Fisher problem, On priors and Bayes factors, Approximating the Bayes factor, Uniformly most powerful Bayesian tests, Objective Bayesian comparison of constrained analysis of variance models, Prior sensitivity in theory testing: an apologia for the Bayes factor, Information consistency of the Jeffreys power-expected-posterior prior in Gaussian linear models, Bayesian inference for the common location parameter of several shifted-exponential populations, Bayesian graphical model determination using decision theory, Logicist statistics. I: Models and modeling, Objective Bayesian model discrimination in follow-up experimental designs, Bayes factor covariance testing in item response models, Bayesian hybrid generative discriminative learning based on finite Liouville mixture models, Bayes factors for goodness of fit testing, Objective Bayesian transformation and variable selection using default Bayes factors, Observational nonidentifiability, generalized likelihood and free energy, A survey of Bayesian predictive methods for model assessment, selection and comparison, Joint genome-wide prediction in several populations accounting for randomness of genotypes: a hierarchical Bayes approach. II: Multivariate spike and slab priors for marker effects and derivation of approximate Bayes and fractional Bayes factors for the complete family of models, On the correspondence from Bayesian log-linear modelling to logistic regression modelling with \(g\)-priors, Response-adaptive dose-finding under model uncertainty, Compatible priors for model selection of high-dimensional Gaussian DAGs, A path sampling identity for computing the Kullback-Leibler and J divergences, Bayesian projection approaches to variable selection in generalized linear models, Bayesian estimation for a parametric Markov renewal model applied to seismic data, Bayesian inference for dynamic social network data, Bayesian fractional posteriors, A Bayesian approach to selecting hyperelastic constitutive models of soft tissue, Bayesian model selection and model averaging, Bayes factor testing of multiple intraclass correlations, A Bayesian chi-squared test for hypothesis testing, On Bayes decision rule for testing multiple hypotheses with non-symmetric alternatives, Learning Gaussian graphical models with fractional marginal pseudo-likelihood, Measuring and predicting heterogeneous recessions, Bayesian predictive model comparison via parallel sampling, Simple relation between Bayesian order-restricted and point-null hypothesis tests, A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation, Variable selection and functional form uncertainty in cross-country growth regressions, Bayesian model checking for multivariate outcome data, Objective parametric model selection procedures from a Bayesian nonparametric perspective, Nonparametric Bayesian multiple testing for longitudinal performance stratification, Bayesian model selection: a predictive approach with losses based on distances \(L^1\) and \(L^2\), Some Bayesian predictive approaches to model selection, Model uncertainty, Bayesian tests on components of the compound symmetry covariance matrix, Bayes factor testing of equality and order constraints on measures of association in social research, Bayesian nonparametric model selection and model testing, Bayesian multiple change-points detection in a normal model with heterogeneous variances, A new approach to Bayesian hypothesis testing, Theory and applications of proper scoring rules, Structural learning of contemporaneous dependencies in graphical VAR models, A flexible approach to parametric inference in nonlinear and time varying time series models, Bayesian hypothesis testing in latent variable models, A Bayesian feature allocation model for tumor heterogeneity, A review of Gaussian Markov models for conditional independence, On a class of objective priors from scoring rules (with discussion), On the existence of uniformly most powerful Bayesian tests with application to non-central chi-squared tests, A model selection approach for variable selection with censored data, High-dimensional structure learning of sparse vector autoregressive models using fractional marginal pseudo-likelihood, TreeClone: reconstruction of tumor subclone phylogeny based on mutation pairs using next generation sequencing data, Automatic Bayes factors for testing equality- and inequality-constrained hypotheses on variances, An objective Bayes factor with improper priors, Bayes factors for a test about the drift of the Brownian motion under noninformative priors., Default Bayes factors for generalized linear models., Subjective Bayesian testing using calibrated prior probabilities, The strength of evidence for unit autoregressive roots and structural breaks: A Bayesian perspective, Bayes factors and hierarchical models, Nonparametric seemingly unrelated regression, Bayesian analysis for dynamic generalized linear latent model with application to tree survival rate, Unified frequentist and Bayesian testing of a precise hypothesis. With comments by Dennis V. Lindley, Thomas A. Louis and David Hinkley and a rejoinder by the authors, Nonsubjective Bayes testing -- an overview, Bayesian measures of surprise for outlier detection, A default Bayesian test for the number of components in a mixture, On the calibration of Bayesian model choice criteria, Noninformative priors, credible sets and Bayesian hypothesis testing for the intraclass model, Approximating cross-validatory predictive evaluation in Bayesian latent variable models with integrated IS and WAIC, Stochastic model specification search for Gaussian and partial non-Gaussian state space models, Objective Bayesian testing for the correlation coefficient under divergence-based priors, Bayes Factors for Testing Order Constraints on Variances of Dependent Outcomes, A Bayesian encompassing test using combined value-at-risk estimates, Bayesian blinded sample size re-estimation, Equality and inequality constrained multivariate linear models: objective model selection using constrained posterior priors, Bayesian evaluation of informative hypotheses for multiple populations, Bayesian Approaches to Shrinkage and Sparse Estimation, Bayesian inference of causal effects from observational data in Gaussian graphical models, Objective methods for graphical structural learning, A Bayes study of inverse Gaussian based strength models with accelerating stress, Automated learning of interpretable models with quantified uncertainty, A loss‐based prior for Gaussian graphical models, Prior‐free Bayes Factors Based on Data Splitting, Detecting renewal states in chains of variable length via intrinsic Bayes factors, Calibrated Bayes factors under flexible priors, Objective Bayesian multiple comparisons for normal variances, Calibrated Bayes factors for model comparison, Bain: a program for Bayesian testing of order constrained hypotheses in structural equation models, Bayesian model selection: application to the adjustment of fundamental physical constants, Some models are useful, but how do we know which ones? Towards a unified Bayesian model taxonomy, Bayesian analysis of autoregressive time series with change points, Joint analysis of occurrence and time to stability after entrance into the Italian labour market: an approach based on a Bayesian cure model with structured stochastic search variable selection, On the use of Non-Local Prior Densities in Bayesian Hypothesis Tests, Bayesian model selection methods for nonnested models, Benchmark priors for Bayesian model averaging., A Bayesian predictive approach to model selection., Unnamed Item, A discussion of parameter and model uncertainty in insurance, Consistent fractional Bayes factor for nested normal linear models, Jeffreys priors for survival models with censored data, Model determination for the variance component model using reference priors, The whetstone and the alum block: balanced objective Bayesian comparison of nested models for discrete data, Bayesian Model Comparison with the Hyvärinen Score: Computation and Consistency, Bayes factors: Prior sensitivity and model generalizability, Bayesian index to compare assumed survival functions of two hazards following exponential distributions, A Bayesian estimation of lag lengths in distributed lag models, On one-sample Bayesian tests for the mean, Assessing Bayes Factor Surfaces Using Interactive Visualization and Computer Surrogate Modeling, Bayes Factors for Comparison of Restricted Simple Linear Regression Coefficients