tsbridge

swMATH12354MaRDI QIDQ24283FDOQ24283

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

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

• 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
• Bayesian inference for multinomial populations under stochastic ordering
• Efficient Markov Chain Monte Carlo Methods for Decoding Neural Spike Trains
• A semiparametric Bayesian approach to generalized partial linear mixed models for longitudinal data
• Title not available (Why is that?)
• A simple method for comparing complex models: Bayesian model comparison for hierarchical multinomial processing tree models using Warp-III bridge sampling
• Non-Gaussian spatiotemporal modelling through scale mixing
• Bayesian estimation of a Markov-switching threshold asymmetric GARCH model with Student-t innovations
• Bayesian estimation of an extended local scale stochastic volatility model
• Marginal likelihood for Markov-switching and change-point GARCH models
• The marginal likelihood of dynamic mixture models
• Explaining the behavior of joint and marginal Monte Carlo estimators in latent variable models with independence assumptions
• Secure Bayesian model averaging for horizontally partitioned data
• Model selection for time series of count data
• New approaches to compute Bayes factor in finite mixture models
• Title not available (Why is that?)
• Bayesian estimation of generalized hyperbolic skewed student GARCH models
• On Bayesian estimation and model comparison of an integrated structural equation model
• On marginal likelihood computation in change-point models
• Bayes factor estimation for nonlinear dynamic state space models
• Computational Inference Beyond Kingman's Coalescent
• Bayesian inference for circular distributions with unknown normalising constants
• An efficient stochastic simulation algorithm for Bayesian unit root testing in stochastic volatility models
• Parallelizing MCMC sampling via space partitioning
• Title not available (Why is that?)
• A tutorial on bridge sampling
• A comparison of Bayesian model selection based on MCMC with an application to GARCH-type models
• A temporal hidden Markov regression model for the analysis of gene regulatory networks
• A Latent Variable Model with Non-Ignorable Missing Data
• Title not available (Why is that?)
• Computation of marginal likelihoods with data-dependent support for latent variables
• Properties of the bridge sampler with a focus on splitting the MCMC sample
• Hierarchical Models for Permutations
• Flexible Bayesian analysis of first price auctions using a simulated likelihood
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• Computational approaches for empirical Bayes methods and Bayesian sensitivity analysis
• Bayesian shrinkage in mixture-of-experts models: identifying robust determinants of class membership
• Title not available (Why is that?)
• Bayesian learning of stochastic dynamical models
• Marginal likelihoods for non-Gaussian models using auxiliary mixture sampling
• Factor Analysis for Ranked Data with Application to a Job Selection Attitude Survey
• Approximate Bayesian Computation for Exponential Random Graph Models for Large Social Networks
• Bayesian mortality forecasting with overdispersion
• Bayesian Model Selection for Exponential Random Graph Models via Adjusted Pseudolikelihoods
• Estimating marginal likelihoods from the posterior draws through a geometric identity
• Discovery of Conserved Sequence Patterns Using a Stochastic Dictionary Model
• 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?)
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• 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?)

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