Pages that link to "Item:Q1631565"
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The following pages link to Prior distributions for objective Bayesian analysis (Q1631565):
Displayed 32 items.
- Inconsistency identification in network meta-analysis via stochastic search variable selection (Q158820) (← links)
- Variations of power-expected-posterior priors in normal regression models (Q2008131) (← links)
- On a class of objective priors from scoring rules (with discussion) (Q2057364) (← links)
- A model selection approach for variable selection with censored data (Q2057383) (← links)
- An objective Bayes factor with improper priors (Q2076163) (← links)
- A comparison of power-expected-posterior priors in shrinkage regression (Q2081738) (← links)
- On a prior based on the Wasserstein information matrix (Q2081763) (← links)
- Bayesian \(A\)-optimal two-phase designs with a single blocking factor in each phase (Q2104013) (← links)
- Objective Bayesian edge screening and structure selection for Ising networks (Q2141635) (← links)
- Priors via imaginary training samples of sufficient statistics for objective Bayesian hypothesis testing (Q2175373) (← links)
- Objective Bayesian comparison of order-constrained models in contingency tables (Q2177729) (← links)
- Compatible priors for model selection of high-dimensional Gaussian DAGs (Q2215951) (← links)
- Structural learning of contemporaneous dependencies in graphical VAR models (Q2291312) (← links)
- Using experimental data and information criteria to guide model selection for reaction-diffusion problems in mathematical biology (Q2417536) (← links)
- Bayes factors for peri-null hypotheses (Q2677134) (← links)
- History and nature of the Jeffreys-Lindley paradox (Q2678711) (← links)
- Additive Bayesian variable selection under censoring and misspecification (Q2684685) (← links)
- On a property of a non–local moment prior (Q5079934) (← links)
- Objective Bayesian approach to the Jeffreys-Lindley paradox (Q5104485) (← links)
- Posterior propriety of an objective prior for generalized hierarchical normal linear models (Q5880139) (← links)
- Bayesian analysis for the Lomax model using noninformative priors (Q5880192) (← links)
- Bayesian inference of causal effects from observational data in Gaussian graphical models (Q6047797) (← links)
- Origins of parameters in adimensional models (Q6049664) (← links)
- Economic variable selection (Q6059429) (← links)
- Objective methods for graphical structural learning (Q6067698) (← links)
- Calibrated Bayes factors under flexible priors (Q6091268) (← links)
- Power Laws Distributions in Objective Priors (Q6092955) (← links)
- Systematic deviation in mean of log bayes factor: Implication and application (Q6107506) (← links)
- Quantifying observed prior impact (Q6121775) (← links)
- Power-expected-posterior priors as mixtures of \(g\)-priors in normal linear models (Q6121976) (← links)
- Power-Expected-Posterior Methodology with Baseline Shrinkage Priors (Q6130509) (← links)
- Neyman–Pearson lemma for Bayes factors (Q6170110) (← links)