Stan

swMATH10200MaRDI QIDQ22167FDOQ22167

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Source code repository: https://github.com/stan-dev/stan

Cited In (only showing first 100 items - show all)

• The transformed inverse Gaussian process as an age- and state-dependent degradation model
• Why simple quadrature is just as good as Monte Carlo
• Augmented beta rectangular regression models: a Bayesian perspective
• \(\pi\) VAE: a stochastic process prior for Bayesian deep learning with MCMC
• Automatic zig-zag sampling in practice
• Support points
• Spatio-temporal change of support modeling with \texttt{R}
• Multiple Perspectives on Inference for Two Simple Statistical Scenarios
• Monte Carlo Simulation on the Stiefel Manifold via Polar Expansion
• Reconstructing parton distribution functions from Ioffe time data: from Bayesian methods to neural networks
• Mining gold from implicit models to improve likelihood-free inference
• Predicting the Output From a Stochastic Computer Model When a Deterministic Approximation is Available
• Bayes Factors for Forensic Decision Analyses with R
• Analysis of type I and II error rates of Bayesian and frequentist parametric and nonparametric two-sample hypothesis tests under preliminary assessment of normality
• Efficient leave-one-out cross-validation for Bayesian non-factorized normal and Student-\(t\) models
• Forward Event-Chain Monte Carlo: Fast Sampling by Randomness Control in Irreversible Markov Chains
• A numerically stable algorithm for integrating Bayesian models using Markov melding
• Markov decision processes with dynamic transition probabilities: an analysis of shooting strategies in basketball
• Model selection for Bayesian linear mixed models with longitudinal data: Sensitivity to the choice of priors
• Characterizing the spatial structure of defensive skill in professional basketball
• Bayesian inference over the Stiefel manifold via the Givens representation
• Calibrating expert assessments using hierarchical Gaussian process models
• Intuitive joint priors for variance parameters
• Recycling intermediate steps to improve Hamiltonian Monte Carlo
• Efficient sequential Monte Carlo algorithms for integrated population models
• Estimating loss reserves using hierarchical Bayesian Gaussian process regression with input warping
• Heteroscedastic nonlinear regression models using asymmetric and heavy tailed two-piece distributions
• Bayesian functional forecasting with locally-autoregressive dependent processes
• A Bayesian generalized explanatory item response model to account for learning during the test
• Markov chain Monte Carlo algorithms with sequential proposals
• GAUSSIAN PROCESS MODELS FOR MORTALITY RATES AND IMPROVEMENT FACTORS
• A Gibbs sampling algorithm with monotonicity constraints for diagnostic classification models
• A Bayesian piecewise linear model for the detection of breakpoints in housing prices
• Bayesian inference for zero-and/or-one augmented beta rectangular regression models
• Approximate Laplace importance sampling for the estimation of expected Shannon information gain in high-dimensional Bayesian design for nonlinear models
• Bayesian multivariate sparse functional principal components analysis with application to longitudinal microbiome multiomics data
• Modern Psychometrics with R
• Informed reversible jump algorithms
• A statistical perspective on the challenges in molecular microbial biology
• Profitability of momentum strategies: empirical evidence from Vietnam
• Decline, adopt or compromise? A dual hurdle model for advice utilization
• Modeling obesity rate with spatial auto-correlation: a case study
• A fast regression via SVD and marginalization
• Bayesian model selection in the \(\mathcal{M}\)-open setting -- approximate posterior inference and subsampling for efficient large-scale leave-one-out cross-validation via the difference estimator
• Algebra, geometry and topology of ERK kinetics
• Estimation for dynamical systems using a population-based Kalman filter -- applications in computational biology
• Accelerated failure time models for recurrent event data analysis and joint modeling
• Bayesian ridge estimators based on copula-based joint prior distributions for regression coefficients
• Connecting and Contrasting the Bayes Factor and a Modified ROPE Procedure for Testing Interval Null Hypotheses
• Using response times to model not-reached items due to time limits
• A Bayesian approach to modeling group and individual differences in multidimensional scaling
• A new regression model for bounded responses
• Mixtures of peaked power Batschelet distributions for circular data with application to saccade directions
• Scalable Bayesian inference for the inverse temperature of a hidden Potts model
• The horseshoe+ estimator of ultra-sparse signals
• Statistical comparison of classifiers through Bayesian hierarchical modelling
• Bayesian measurement error models using finite mixtures of scale mixtures of skew-normal distributions
• Generalized multilevel function‐on‐scalar regression and principal component analysis
• Causal inference: a missing data perspective
• Rank-normalization, folding, and localization: an improved \(\widehat{R}\) for assessing convergence of MCMC (with Discussion)
• Multinomial models with linear inequality constraints: overview and improvements of computational methods for Bayesian inference
• Shrinkage priors for Bayesian penalized regression
• A flexible class of parametric distributions for Bayesian linear mixed models
• A modern retrospective on probabilistic numerics
• A note on modeling sparse exponential-family functional response curves
• An Invitation to Sequential Monte Carlo Samplers
• Bayesian nonparametric weighted sampling inference
• Efficient reduced-rank methods for Gaussian processes with eigenfunction expansions
• On outliers detection and prior distribution sensitivity in standard skew-probit regression models
• Comparison of Bayesian predictive methods for model selection
• A review of self-exciting spatio-temporal point processes and their applications
• BayesPy: variational Bayesian inference in Python
• Stochastic approximation Hamiltonian Monte Carlo
• A tutorial on joint models of neural and behavioral measures of cognition
• Estimation methods for stationary Gegenbauer processes
• Geodesic Monte Carlo on embedded manifolds
• Post-processing of Markov chain Monte Carlo output in Bayesian latent variable models with application to multidimensional scaling
• Book review of: R. Levy and R. J. Mislevy, Bayesian psychometric modeling
• Response mixture modeling: accounting for heterogeneity in item characteristics across response times
• Bayes factors, relations to minimum description length, and overlapping model classes
• Yang and Prentice model with piecewise exponential baseline distribution for modeling lifetime data with crossing survival curves
• Semiparametric Bayesian approaches to systems factorial technology
• Bayesian Inference of Deterministic Population Growth Models
• Preelectoral polls variability: a hierarchical Bayesian model to assess the role of house effects with application to Italian elections
• How hierarchical models improve point estimates of model parameters at the individual level
• Robust and Scalable Bayes via a Median of Subset Posterior Measures
• STOCHASTIC CLAIMS RESERVING VIA A BAYESIAN SPLINE MODEL WITH RANDOM LOSS RATIO EFFECTS
• Probabilistic abductive logic programming using Dirichlet priors
• Sparse linear mixed model selection via streamlined variational Bayes
• Semiparametric Regression with R
• On expectation propagation for generalised, linear and mixed models
• Efficient sampling on the simplex with a self-adjusting logit transform proposal
• Empirical Bayes analysis of RNA-seq data for detection of gene expression heterosis
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• On the identifiability of Bayesian factor analytic models
• Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC
• BAMLSS: Bayesian Additive Models for Location, Scale, and Shape (and Beyond)
• A cognitive latent variable model for the simultaneous analysis of behavioral and personality data
• R package rjmcmc: reversible jump MCMC using post‐processing

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