Bayesian Variable Selection in Markov Mixture Models

DOI10.1080/03610910701459956zbMath1139.62015OpenAlexW2006654039MaRDI QIDQ5451113

Luigi Spezia, Roberta Paroli

Publication date: 18 March 2008

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610910701459956

zbMATH Keywords

autoregressive modelsstochastic search variable selectionGibbs variable selectionKuo-Mallick methodmetropolized-Kuo-Mallick method

Mathematics Subject Classification ID

Bayesian inference (62F15) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

Related Items

Modelling species abundance in a river by negative binomial hidden Markov models, Variable length Markov chain with exogenous covariates, An efficient sampling algorithm with adaptations for Bayesian variable selection, Handling the Label Switching Problem in Latent Class Models Via the ECR Algorithm, Bayesian variable selection in non-homogeneous hidden Markov models through an evolutionary Monte Carlo method, Bayesian variable selection in a class of mixture models for ordinal data: a comparative study, Bayesian inference in non-homogeneous Markov mixtures of periodic autoregressions with state-dependent exogenous variables

Cites Work

• Calculating posterior distributions and modal estimates in Markov mixture models
• Markov-switching vector autoregressions. Modelling, statistical inference, and application to business cycle analysis
• Perfect sampling for Bayesian variable selection in a linear regression model
• Adaptive sampling for Bayesian variable selection
• Automatic Bayesian Curve Fitting
• Multivariate Bayesian Variable Selection and Prediction
• Covariance structure of the Gibbs sampler with applications to the comparisons of estimators and augmentation schemes
• Stochastic search variable selection for log-linear models
• Computational and Inferential Difficulties with Mixture Posterior Distributions
• Markov chain Monte Carlo Estimation of Classical and Dynamic Switching and Mixture Models
• Hidden Markov models for bioinformatics
• Unnamed Item
• Unnamed Item
• Unnamed Item