tsbridge

swMATH12354MaRDI QIDQ24283FDOQ24283

Author name not available (Why is that?)

Source code repository: https://github.com/cran/tsbridge

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

• Recursive pathways to marginal likelihood estimation with prior-sensitivity analysis
• Bayes model selection with path sampling: factor models and other examples
• On the use of marginal posteriors in marginal likelihood estimation via importance sampling
• Bayesian testing of restrictions on vector autoregressive models
• Mixtures of peaked power Batschelet distributions for circular data with application to saccade directions
• Monte Carlo methods for Bayesian analysis of constrained parameter problems
• A Bivariate Bayes Method for Improving the Estimates of Mortality Rates With a Twofold Conditional Autoregressive Model
• Model uncertainty
• Thermodynamic integration and steppingstone sampling methods for estimating Bayes factors: a tutorial
• Models for polymeric and anisotropic liquids.
• Monte Carlo methods in Bayesian computation
• An efficient MCEM algorithm for fitting generalized linear mixed models for correlated binary data
• Improving power posterior estimation of statistical evidence
• Title not available (Why is that?)
• Bayesian analysis of switching ARCH models
• Outliers and influential observations in exponential random graph models
• On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural networks
• Striated Metropolis-Hastings sampler for high-dimensional models
• Finite mixture and Markov switching models.
• Bayesian variable selection for proportional hazards models
• Expected posterior priors in factor analysis
• Computationally efficient Monte Carlo EM algorithms for generalized linear mixed models
• On Monte Carlo methods for estimating ratios of normalizing constants
• Fitting Full-Information Item Factor Models and an Empirical Investigation of Bridge Sampling
• Statistical inference from genetic data on pedigrees
• Title not available (Why is that?)
• Title not available (Why is that?)
• Bayesian factor analysis with fat-tailed factors and its exact marginal likelihood
• Modelling trends in road accident frequency -- Bayesian inference for rates with uncertain exposure
• Bayesian goodness-of-fit testing using infinite-dimensional exponential families
• An adaptive scheduling scheme for calculating Bayes factors with thermodynamic integration using Simpson's rule
• Estimating marginal likelihoods for mixture and Markov switching models using bridge sampling techniques*
• Computational advances for and from Bayesian analysis
• Gaussian Process Regression Analysis for Functional Data
• Bayesian inference for finite mixtures of univariate and multivariate skew-normal and skew-t distributions
• Simultaneous SNP identification in association studies with missing data
• Bayesian variable selection for latent class analysis using a collapsed Gibbs sampler
• Can CDS indexes signal future turmoils in the stock market? A Markov switching perspective
• Bayesian methods to overcome the winner's curse in genetic studies
• A Bayesian approach to model-based clustering for binary panel probit models
• Title not available (Why is that?)
• Estimating and understanding exponential random graph models
• A path sampling identity for computing the Kullback-Leibler and J divergences
• Default Bayesian model determination methods for generalised linear mixed models
• Importance sampling for families of distributions
• A Bayesian prediction using the skew Gaussian distribution.
• Bayes factors and hierarchical models
• Free energy computations. A mathematical perspective
• Sparse seemingly unrelated regression modelling: applications in finance and econometrics
• Efficient estimation of the link function parameter in a robust Bayesian binary regression model
• Computing Bayes Factors Using a Generalization of the Savage-Dickey Density Ratio
• A Stochastic Simulation Approach to Model Selection for Stochastic Volatility Models
• Title not available (Why is that?)
• Hyperparameter and model selection for nonparametric Bayes problems via Radon-Nikodym derivatives
• Methods for inference in large multiple-equation Markov-switching models
• Methods for computing marginal data densities from the Gibbs output
• Equivalence of Julesz ensembles and FRAME models
• Finding Near-Optimal Bayesian Experimental Designs via Genetic Algorithms
• Default Bayes factors for ANOVA designs
• Marginal Likelihood Estimation via Power Posteriors
• Title not available (Why is that?)
• The Schwarz criterion and related methods for normal linear models
• From unit root to Stein's estimator to Fisher's \(k\) statistics: If you have a moment, I can tell you more
• Bayesian model comparison with un-normalised likelihoods
• Radiocarbon Dating with Temporal Order Constraints
• Transdimensional Markov Chains
• Using MCMC chain outputs to efficiently estimate Bayes factors
• Maximum Likelihood Estimation of Two-Level Latent Variable Models with Mixed Continuous and Polytomous Data
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Advanced Markov Chain Monte Carlo Methods
• Bayesian Multimodel Inference by RJMCMC: A Gibbs Sampling Approach
• Computing Bayes Factors by Combining Simulation and Asymptotic Approximations
• Equi-energy sampler with applications in statistical inference and statistical mechanics
• Bayes Factors and Approximations for Variance Component Models
• Bayesian Model Selection and Statistical Modeling
• An efficient Markov chain Monte Carlo method for distributions with intractable normalising constants
• Bayesian methods for partial stochastic orderings
• Bayesian Selection on the Number of Factors in a Factor Analysis Model
• Model comparison of nonlinear structural equation models with fixed covariates
• Maximum Likelihood Analysis of a General Latent Variable Model with Hierarchically Mixed Data
• On a Likelihood Approach for Monte Carlo Integration
• Simulating normalizing constants: From importance sampling to bridge sampling to path sampling
• Methods and Criteria for Model Selection
• Bayesian item response modeling. Theory and applications.
• Fully Bayesian analysis of switching Gaussian state space models
• A New Skewed Link Model for Dichotomous Quantal Response Data
• Maximum likelihood estimation and model comparison of nonlinear structural equation models with continuous and polytomous variables
• Hierarchical Bayes Estimation of Hunting Success Rates with Spatial Correlations
• Efficient Bayes factor estimation from the reversible jump output
• Semiparametric Bayesian Analysis of Survival Data
• Bayesian analysis of multivariate Gaussian hidden Markov models with an unknown number of regimes
• Stable Computation of Probability Densities for Metastable Dynamical Systems
• Thermodynamic Bayesian model comparison
• On the calibration of Bayesian model choice criteria
• Title not available (Why is that?)
• Bayesian testing for non-linearity in volatility modeling
• A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood
• Efficient model comparison techniques for models requiring large scale data augmentation

This page was built for software: tsbridge