Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
From MaRDI portal
Recommendations
Cited in
(only showing first 100 items - show all)- Quantifying strength of chaos in the population firing rate of neurons
- Bayesian estimation of free-knot splines using reversible jumps.
- Estimating marginal likelihoods from the posterior draws through a geometric identity
- Connecting and Contrasting the Bayes Factor and a Modified ROPE Procedure for Testing Interval Null Hypotheses
- Bayesian inference with misspecified models
- Reversible jump MCMC for two-state multivariate Poisson mixtures.
- Benchmark priors for Bayesian model averaging.
- Age- and time-varying proportional hazards models for employment discrimination
- Factors Influencing Soay Sheep Survival: A Bayesian Analysis
- Efficient MCMC estimation of discrete distributions
- Multivariate longitudinal data analysis with mixed effects hidden Markov models
- A new approach to classification
- An explicit link between Gaussian fields and Gaussian Markov random fields: the stochastic partial differential equation approach
- Using Weibull Mixture Distributions to Model Heterogeneous Survival Data
- Inferring the number of attributes for the exploratory DINA model
- Posterior concentrations of fully-connected Bayesian neural networks with general priors on the weights
- Describing disability through individual-level mixture models for multivariate binary data
- AdaptSPEC: Adaptive spectral estimation for nonstationary time series
- Model selection in linear mixed models
- Bayes model selection with path sampling: factor models and other examples
- Exploring dependence between categorical variables: benefits and limitations of using variable selection within Bayesian clustering in relation to log-linear modelling with interaction terms
- Modelling the evolution of a random set utilizing covariate information with applications to nowcasting
- Quasi-hidden Markov model and its applications in change-point problems
- Reversible jump MCMC in mixtures of normal distributions with the same component means
- Classification of periodic arrivals in event time data for filtering computer network traffic
- Where Bayes tweaks Gauss: conditionally Gaussian priors for stable multi-dipole estimation
- On modeling change points in non-homogeneous Poisson processes
- On the use of Bayesian model averaging for covariate selection in epidemiological modeling
- Bayesian automatic polynomial wavelet regression
- Bayesian nonstationary Gaussian process models via treed process convolutions
- Prior specification for binary Markov mesh models
- On the use of marginal posteriors in marginal likelihood estimation via importance sampling
- Sparse Bayesian imaging of solar flares
- Generalized darting Monte Carlo
- Numerical Bayesian inference with arbitrary prior
- Fitting and interpreting continuous-time latent Markov models for panel data
- Bayesian inference for continuous-time hidden Markov models with an unknown number of states
- Bayesian model averaging in astrophysics: a review
- AdaptSPEC-X: Covariate-Dependent Spectral Modeling of Multiple Nonstationary Time Series
- MCMC Computations for Bayesian Mixture Models Using Repulsive Point Processes
- Gibbs sampling for mixture quantile regression based on asymmetric Laplace distribution
- Bayesian Heterogeneous Hidden Markov Models with an Unknown Number of States
- Bayesian Model Choice for Directional Data
- Mixture modeling with normalizing flows for spherical density estimation
- Bayesian inference for order determination of double threshold variables autoregressive models
- Bayesian inference with subset simulation in varying dimensions applied to the Karhunen-Loève expansion
- Adaptive tempered reversible jump algorithm for Bayesian curve fitting
- Neuronized Priors for Bayesian Sparse Linear Regression
- Bayesian nonstationary spatial modeling for very large datasets
- Continuous-time discrete-space models for animal movement
- Variable selection in finite mixture of semi-parametric regression models
- Segmentation uncertainty in multiple change-point models
- Localization of a Quantitative Trait Locus via a Bayesian Approach
- A nonparametric model for stationary time series
- Bayesian analysis of one‐inflated models for elusive population size estimation
- Bayesian inference for mixtures of von Mises distributions using reversible jump MCMC sampler
- Statistical analysis of an endemic disease from a capture-recapture experiment
- Bayesian hidden Markov modelling using circular‐linear general projected normal distribution
- A note on Metropolis-Hastings kernels for general state spaces
- Non-Gaussian covariate-dependent spatial measurement error model for analyzing big spatial data
- Spline regression with automatic knot selection
- Model uncertainty in claims reserving within Tweedie's compound Poisson models
- Non-homogeneous dynamic Bayesian networks for continuous data
- A new measure between sets of probability distributions with applications to erratic financial behavior
- A Hierarchical Bayesian Model to Predict the Duration of Immunity to Haemophilus Influenzas Type B
- Bayesian method for NLOS mitigation in single moving sensor geo-location
- An Effective Bayesian Neural Network Classifier with a Comparison Study to Support Vector Machine
- A semiparametric change-point regression model for longitudinal observations
- A random walk approach for quantifying uncertainty in group sequential survival trials
- Bayesian nonparametric quantile regression using splines
- Estimating the evidence -- a review
- Visualizations for assessing convergence and mixing of Markov chain Monte Carlo simulations
- Model choice using reversible jump Markov chain Monte Carlo
- Model uncertainty
- Nonparametric Bayesian data analysis
- Smooth density estimation with moment constraints using mixture distributions
- Changepoint detection in non-exchangeable data
- Bayesian estimation for the \(M\)/\(G\)/1 queue using a phase-type approximation
- Sticky PDMP samplers for sparse and local inference problems
- Is infinity that far? A Bayesian nonparametric perspective of finite mixture models
- Robust Bayesian Analysis of Loss Reserves Data Using the Generalized-t Distribution
- Comparison of Bayesian models for production efficiency
- A real-time search strategy for finding urban disease vector infestations
- A hierarchical Bayesian multidimensional scaling methodology for accommodating both structural and preference heterogeneity
- Bayesian graph selection consistency under model misspecification
- Inference for a generalised stochastic block model with unknown number of blocks and non-conjugate edge models
- Variable selection in finite mixture of regression models with an unknown number of components
- Comparison of nonnested asymmetric heteroskedastic models
- Joint specification of model space and parameter space prior distributions
- Beyond Whittle: nonparametric correction of a parametric likelihood with a focus on Bayesian time series analysis
- Bayesian prediction of the transient behaviour and busy period in short- and long-tailed GI/G/1 queueing systems
- The use of cumulative sums for detection of changepoints in the rate parameter of a Poisson process
- Bayesian model discrimination for partially-observed epidemic models
- Hierarchical multiresolution approaches for dense point-level breast cancer treatment data
- A spatio-temporal downscaler for output from numerical models
- An integrated population model from constant effort bird-ringing data
- Bayesian spatial point process modeling of~line transect data
- Spatial inference of nitrate concentrations in groundwater
- Structured priors for sparse probability vectors with application to model selection in Markov chains
- An empirical evaluation of fat-tailed distributions in modeling financial time series
This page was built for publication: Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q106540)