On Bayesian model and variable selection using MCMC
From MaRDI portal
(Redirected from Publication:451227)
Recommendations
Cited in
(99)- Bayesian inference for high-dimensional linear regression under mnet priors
- Bayesian scanning of spatial disease rates with integrated nested Laplace approximation (INLA)
- On the use of Bayesian model averaging for covariate selection in epidemiological modeling
- On the use of marginal posteriors in marginal likelihood estimation via importance sampling
- Neuronized Priors for Bayesian Sparse Linear Regression
- Model choice using reversible jump Markov chain Monte Carlo
- Model uncertainty
- Joint specification of model space and parameter space prior distributions
- Bayesian variable selection logistic regression with paired proteomic measurements
- Bayesian approach to inverse scattering with topological priors
- A Bayesian joinpoint regression model with an unknown number of break-points
- Contagion determination via copula and volatility threshold models
- Transdimensional transformation based Markov chain Monte Carlo
- Bayesian Assessment of the Distribution of Insurance Claim Counts Using Reversible Jump MCMC
- A Method to Handle Zero Counts in the Multinomial Model
- Model weights for model choice and averaging
- Reuse, recycle, reweigh: combating influenza through efficient sequential Bayesian computation for massive data
- Bayesian modelling of the time delay between diagnosis and settlement for critical illness insurance using a Burr generalised-linear-type model
- Bayesian estimation in Kibble's bivariate gamma distribution
- Thermodynamic Bayesian model comparison
- Variable selection for spatial latent predictors under Bayesian spatial model
- Bayesian variable and link determination for generalised linear models
- Bayesian adaptive selection of basis functions for functional data representation
- The whetstone and the alum block: balanced objective Bayesian comparison of nested models for discrete data
- A geometric approach to transdimensional markov chain monte carlo
- Bayesian variable selection using cost-adjusted BIC, with application to cost-effective measurement of quality of health care
- Mixture models with an unknown number of components via a new posterior split-merge MCMC algorithm
- A Bayesian lasso via reversible-jump MCMC
- Robust inflation-forecast-based rules to shield against indeterminacy
- Sandwich algorithms for Bayesian variable selection
- Hypothesis testing, specification testing, and model selection based on the MCMC output using R
- On Bayesian lasso variable selection and the specification of the shrinkage parameter
- A data-driven selection of the number of clusters in the Dirichlet allocation model via Bayesian mixture modelling
- Power-expected-posterior priors for generalized linear models
- An MCMC model search algorithm for regression problems
- Bayesian linear regression with sparse priors
- Parallel hierarchical sampling: a general-purpose interacting Markov chains Monte Carlo algorithm
- Bayesian model comparison for the order restricted RC association model
- A variant of AIC based on the Bayesian marginal likelihood
- Modelling of insurers' rating determinants. An application of machine learning techniques and statistical models
- A Hierarchical Model of Nonhomogeneous Poisson Processes for Twitter Retweets
- Bayesian meta-analysis for longitudinal data models using multivariate mixture priors
- Practical use of MCMC methods: lessons from a case study
- Spectral likelihood expansions for Bayesian inference
- On oracle property and asymptotic validity of Bayesian generalized method of moments
- A discussion of ‘prior-based Bayesian information criterion (PBIC)’
- Objective Bayesian edge screening and structure selection for Ising networks
- Posterior model probabilities via path‐based pairwise priors
- The semi-hierarchical Dirichlet process and its application to clustering homogeneous distributions
- On some difficulties with a posterior probability approximation technique
- Bayesian Variable Selection in Markov Mixture Models
- An efficient sampling algorithm with adaptations for Bayesian variable selection
- Secure Bayesian model averaging for horizontally partitioned data
- Semiparametric GARCH via Bayesian Model Averaging
- Finite population estimators in stochastic search variable selection
- Bayesian model choice based on Monte Carlo estimates of posterior model probabilities
- An Integrative Bayesian Modeling Approach to Imaging Genetics
- Bayesian variable selection via a benchmark in normal linear models
- On the identifiability of Bayesian factor analytic models
- Quantifying uncertainty in transdimensional Markov chain Monte Carlo using discrete Markov models
- Bayesian Inference for Non-Gaussian Ornstein–Uhlenbeck Stochastic Volatility Processes
- Bayesian model selection for unit root testing with multiple structural breaks
- Bayesian analysis of multivariate threshold autoregressive models with missing data
- Bayesian change-points detection assuming a power law process in the recurrent-event context
- Computing marginal likelihoods via the Fourier integral theorem and pointwise estimation of posterior densities
- Bayesian variable selection in generalized linear models using a combination of stochastic optimization methods
- A generalized multiple-try version of the reversible jump algorithm
- Bayesian feature interaction selection for factorization machines
- Selection of polynomial chaos bases via Bayesian model uncertainty methods with applications to sparse approximation of PDEs with stochastic inputs
- Forecasting with Multivariate Threshold Autoregressive Models
- Bayesian Variable Selection for Gaussian Copula Regression Models
- A Bayesian semiparametric survival model with longitudinal markers
- Bayesian Approaches to Shrinkage and Sparse Estimation
- scientific article; zbMATH DE number 795289 (Why is no real title available?)
- Bayesian variable selection methods for log-Gaussian Cox processes
- Bayesian Analysis of Two-Level Fractional Factorial Experiments with Non-Normal Responses
- Marginal Likelihood Estimation via Power Posteriors
- Bayesian variable selection and shrinkage strategies in a complicated modelling setting with missing data: A case study using multistate models
- Multiset Model Selection
- Model Determination for Categorical Data With Factor Level Merging
- Bayesian variable selection in linear regression models with non-normal errors
- Bayesian model choice in cumulative link ordinal regression models
- A tutorial on Bayes factor estimation with the product space method
- Bayesian spatial models for small area estimation of proportions
- Marginal Likelihood Computation for Model Selection and Hypothesis Testing: An Extensive Review
- Areal prediction of survey data using Bayesian spatial generalised linear models
- On Bayesian model selection for INGARCH models viatrans-dimensional Markov chain Monte Carlo methods
- Adaptive Markov chain Monte Carlo for auxiliary variable method and its application to parallel tempering
- Bayesian spatial modelling of gamma ray count data
- A quasi-Bayesian perspective to online clustering
- Inconsistency identification in network meta-analysis via stochastic search variable selection
- Reversible jump MCMC to identify dropout mechanism in longitudinal data
- On the empirical efficiency of local MCMC algorithms with pools of proposals
- Bayesian sparse graphical models and their mixtures
- Bayesian variable selection for logistic regression
- Bayesian nonparametric density autoregression with lag selection
- Power-expected-posterior priors as mixtures of \(g\)-priors in normal linear models
- Bayesian Model Selection in Additive Partial Linear Models Via Locally Adaptive Splines
- Bayesian outcome selection modeling
This page was built for publication: On Bayesian model and variable selection using MCMC
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q451227)
