Cited in
(only showing first 100 items - show all)- Bayes Factors and Approximations for Variance Component Models
- Marginal likelihoods for non-Gaussian models using auxiliary mixture sampling
- Bayesian learning of stochastic dynamical models
- Semiparametric mixed-effects ordinary differential equation models with heavy-tailed distributions
- Marginal likelihood estimation from the Metropolis output: tips and tricks for efficient implementation in generalized linear latent variable models
- scientific article; zbMATH DE number 5586091 (Why is no real title available?)
- Bayesian methods for partial stochastic orderings
- An efficient Markov chain Monte Carlo method for distributions with intractable normalising constants
- Model comparison of nonlinear structural equation models with fixed covariates
- Factor Analysis for Ranked Data with Application to a Job Selection Attitude Survey
- Bayesian Selection on the Number of Factors in a Factor Analysis Model
- Maximum Likelihood Analysis of a General Latent Variable Model with Hierarchically Mixed Data
- Generalized fiducial factor: an alternative to the Bayes factor for forensic identification of source problems
- A Perturbative Approach to Control Variates in Molecular Dynamics
- Bayesian item response modeling. Theory and applications.
- Bayesian mortality forecasting with overdispersion
- Efficient Markov chain Monte Carlo methods for decoding neural spike trains
- On a Likelihood Approach for Monte Carlo Integration
- scientific article; zbMATH DE number 1140594 (Why is no real title available?)
- Estimating marginal likelihoods from the posterior draws through a geometric identity
- Connecting and Contrasting the Bayes Factor and a Modified ROPE Procedure for Testing Interval Null Hypotheses
- Simulating normalizing constants: From importance sampling to bridge sampling to path sampling
- Bayesian Model Selection for Exponential Random Graph Models via Adjusted Pseudolikelihoods
- Methods and Criteria for Model Selection
- Maximum likelihood estimation and model comparison of nonlinear structural equation models with continuous and polytomous variables
- Fully Bayesian analysis of switching Gaussian state space models
- Bayesian IRT models incorporating general and specific abilities
- Recursive pathways to marginal likelihood estimation with prior-sensitivity analysis
- Bayes model selection with path sampling: factor models and other examples
- Bayesian testing of restrictions on vector autoregressive models
- Discovery of Conserved Sequence Patterns Using a Stochastic Dictionary Model
- A New Skewed Link Model for Dichotomous Quantal Response Data
- On the use of marginal posteriors in marginal likelihood estimation via importance sampling
- Deep composition of tensor-trains using squared inverse Rosenblatt transports
- Mixtures of peaked power Batschelet distributions for circular data with application to saccade directions
- A Monte Carlo Metropolis-Hastings algorithm for sampling from distributions with intractable normalizing constants
- Bayesian inference for finite mixtures of univariate and multivariate skew-normal and skew-\(t\) distributions
- Model uncertainty
- 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
- Finding near-optimal Bayesian experimental designs via genetic algorithms
- Thermodynamic integration and steppingstone sampling methods for estimating Bayes factors: a tutorial
- Hierarchical Bayes Estimation of Hunting Success Rates with Spatial Correlations
- Models for polymeric and anisotropic liquids.
- Efficient Bayes factor estimation from the reversible jump output
- Estimation of large families of Bayes factors from Markov chain output
- Monte Carlo methods in Bayesian computation
- Approximate leave-future-out cross-validation for Bayesian time series models
- Semiparametric Bayesian Analysis of Survival Data
- Restricted recalibration of item response theory models
- An efficient MCEM algorithm for fitting generalized linear mixed models for correlated binary data
- On the calibration of Bayesian model choice criteria
- Thermodynamic Bayesian model comparison
- Bayesian analysis of multivariate Gaussian hidden Markov models with an unknown number of regimes
- Stable Computation of Probability Densities for Metastable Dynamical Systems
- Bayesian model selection and statistical modeling.
- scientific article; zbMATH DE number 5274821 (Why is no real title available?)
- Improving power posterior estimation of statistical evidence
- Analysis of nonlinear structural equation models with nonignorable missing covariates and ordered categorical data
- Bayesian analysis for dynamic generalized linear latent model with application to tree survival rate
- 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
- scientific article; zbMATH DE number 1423408 (Why is no real title available?)
- Bayesian analysis of switching ARCH models
- Outliers and influential observations in exponential random graph models
- Finite mixture and Markov switching models.
- Bayesian testing for non-linearity in volatility modeling
- A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood
- Expected posterior priors in factor analysis
- Bayesian variable selection for proportional hazards models
- Consistent estimation of the spectrum of trace class data augmentation algorithms
- On Monte Carlo methods for estimating ratios of normalizing constants
- Efficient model comparison techniques for models requiring large scale data augmentation
- Computationally efficient Monte Carlo EM algorithms for generalized linear mixed models
- Adaptive MCMC methods for inference on affine stochastic volatility models with jumps
- Fitting Full-Information Item Factor Models and an Empirical Investigation of Bridge Sampling
- A semiparametric Bayesian approach to generalized partial linear mixed models for longitudinal data
- Bayesian inference for multinomial populations under stochastic ordering
- Approximate Bayesian computation for exponential random graph models for large social networks
- Bayesian factor analysis with fat-tailed factors and its exact marginal likelihood
- Statistical inference from genetic data on pedigrees
- 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
- scientific article; zbMATH DE number 1052811 (Why is no real title available?)
- scientific article; zbMATH DE number 2199136 (Why is no real title available?)
- Computational inference beyond Kingman's coalescent
- Corbelled Domes in Two and Three Dimensions: The Treasury of Atreus
- Estimating marginal likelihoods for mixture and Markov switching models using bridge sampling techniques*
- Identifying the recurrence of sleep apnea using a harmonic hidden Markov model
- Computational advances for and from Bayesian analysis
- Simultaneous SNP identification in association studies with missing data
- Gaussian Process Regression Analysis for Functional Data
- A simple method for comparing complex models: Bayesian model comparison for hierarchical multinomial processing tree models using Warp-III bridge sampling
- 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 tutorial on the Bayesian approach for analyzing structural equation models
- Non-Gaussian spatiotemporal modelling through scale mixing
- Bayesian estimation of a Markov-switching threshold asymmetric GARCH model with Student-t innovations
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