Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
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- Bayesian analysis of generalized partially linear single-index models
- Adaptive MCMC for multiple changepoint analysis with applications to large datasets
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- A generalized multiple-try version of the reversible jump algorithm
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- Big data Bayesian linear regression and variable selection by normal-inverse-gamma summation
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- A pruned recursive solution to the multiple change point problem
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- Mixture models applied to heterogeneous populations
- Unfolded GARCH models
- Comparison of the frequentist MATA confidence interval with Bayesian model-averaged confidence intervals
- Adjusting background noise in cluster analyses of longitudinal data
- Model selection for discrete regular vine copulas
- Adaptive spectral estimation for nonstationary multivariate time series
- Income inequality decomposition using a finite mixture of log-normal distributions: a Bayesian approach
- Using hierarchical centering to facilitate a reversible jump MCMC algorithm for random effects models
- An exact approach to Bayesian sequential change point detection
- Model selection for time series of count data
- A Bayesian algorithm for functional mapping of dynamic complex traits
- Semiparametric spatial model for interval-censored data with time-varying covariate effects
- Transdimensional approximate Bayesian computation for inference on invasive species models with latent variables of unknown dimension
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- A Bayesian approach to multiscale inverse problems with on-the-fly scale determination
- On the Bayesian calibration of computer model mixtures through experimental data, and the design of predictive models
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- A nonparametric multidimensional latent class IRT model in a Bayesian framework
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