swMATH12354MaRDI QIDQ24283FDOQ24283
Author name not available (Why is that?)
Official website: http://cran.r-project.org/web/packages/tsbridge/index.html
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
- Mixtures of peaked power Batschelet distributions for circular data with application to saccade directions
- Bayesian inference for finite mixtures of univariate and multivariate skew-normal and skew-\(t\) distributions
- Finding near-optimal Bayesian experimental designs via genetic algorithms
- Model uncertainty
- Thermodynamic integration and steppingstone sampling methods for estimating Bayes factors: a tutorial
- Monte Carlo methods in Bayesian computation
- An efficient MCEM algorithm for fitting generalized linear mixed models for correlated binary data
- Bayesian model selection and statistical modeling.
- CosmoNest
- Improving power posterior estimation of statistical evidence
- 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
- Finite mixture and Markov switching models.
- Expected posterior priors in factor analysis
- On Monte Carlo methods for estimating ratios of normalizing constants
- Statistical inference from genetic data on pedigrees
- 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
- 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 variable selection for latent class analysis using a collapsed Gibbs sampler
- Advanced Markov chain Monte Carlo methods. Learning from past samples.
- 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
- ZIBgridfree
- EQS
- npmlreg
- SSS
- MISA
- BayesLogit
- MIXNO
- BayesFactor
- MPTinR
- SEER*Stat
- TensorToolbox
- AS 206
- RANRTH
- rstan
- geoBayes
- BAMD
- transport
- JASP
- bridgesampling
- bayesmix
- fanplot
- rethinking
- BMDS
- MPNet
- AS 176
- HdBCS
- S.A.G.E.
- bayesreg
- bayesf
- powder
- BayesReg
- fbst
- PottersWheel
- Sparse seemingly unrelated regression modelling: applications in finance and econometrics
- CisModule
- metaBMA
- jpnb4
- 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
- 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
- Title not available (Why is that?)
- Title not available (Why is that?)
- 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
- An efficient Markov chain Monte Carlo method for distributions with intractable normalising constants
- Bayesian methods for partial stochastic orderings
- GiRaF
- Bayesian Selection on the Number of Factors in a Factor Analysis Model
- Simulating normalizing constants: From importance sampling to bridge sampling to path sampling
- 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
- Bayesian testing of restrictions on vector autoregressive models
- 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
This page was built for software: tsbridge
