Reversible jump methods for generalised linear models and generalised linear mixed models
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Cites work
- scientific article; zbMATH DE number 3886886 (Why is no real title available?)
- scientific article; zbMATH DE number 1243473 (Why is no real title available?)
- scientific article; zbMATH DE number 1983953 (Why is no real title available?)
- scientific article; zbMATH DE number 1865509 (Why is no real title available?)
- A fast procedure for model search in multidimensional contingency tables
- A novel reversible jump algorithm for generalized linear models
- Accuracy of Laplace approximation for discrete response mixed models
- Bayesian Covariance Selection in Generalized Linear Mixed Models
- Bayesian projection approaches to variable selection in generalized linear models
- Bayesian variable and link determination for generalised linear models
- Default Bayesian model determination methods for generalised linear mixed models
- Efficient Bayes factor estimation from the reversible jump output
- Efficient Construction of Reversible Jump Markov Chain Monte Carlo Proposal Distributions
- Generalized linear models. With applications in engineering and the sciences
- Markov chain Monte Carlo model determination for hierarchical and graphical log-linear models
- Reference Bayesian Methods for Generalized Linear Mixed Models
- Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
Cited in
(13)- Exploring dependence between categorical variables: benefits and limitations of using variable selection within Bayesian clustering in relation to log-linear modelling with interaction terms
- Mode jumping MCMC for Bayesian variable selection in GLMM
- Bayesian variable and link determination for generalised linear models
- A default prior distribution for contingency tables with dependent factor levels
- Reversible jump Markov chain Monte Carlo algorithms for Bayesian variable selection in logistic mixed models
- Reversible Jump PDMP Samplers for Variable Selection
- Discrimination for two-way models with insurance applications
- Using hierarchical centering to facilitate a reversible jump MCMC algorithm for random effects models
- Default Bayesian model determination methods for generalised linear mixed models
- Quantifying uncertainty in transdimensional Markov chain Monte Carlo using discrete Markov models
- A generalized multiple-try version of the reversible jump algorithm
- A novel reversible jump algorithm for generalized linear models
- Bayesian Variable Selection for Gaussian Copula Regression Models
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