The following pages link to tsbridge (Q24283):
Displayed 50 items.
- Default Bayes factors for ANOVA designs (Q96695) (← links)
- Radiocarbon Dating with Temporal Order Constraints (Q122437) (← links)
- Recursive pathways to marginal likelihood estimation with prior-sensitivity analysis (Q252729) (← links)
- Bayes model selection with path sampling: factor models and other examples (Q254343) (← links)
- 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 (Q280238) (← links)
- Striated Metropolis-Hastings sampler for high-dimensional models (Q281050) (← links)
- An adaptive scheduling scheme for calculating Bayes factors with thermodynamic integration using Simpson's rule (Q294241) (← links)
- Methods for inference in large multiple-equation Markov-switching models (Q299218) (← links)
- Can CDS indexes signal future turmoils in the stock market? A Markov switching perspective (Q301208) (← links)
- Simultaneous SNP identification in association studies with missing data (Q439128) (← links)
- Equi-energy sampler with applications in statistical inference and statistical mechanics (Q449937) (← links)
- A Bayesian approach to model-based clustering for binary panel probit models (Q452570) (← links)
- Bayesian testing of restrictions on vector autoregressive models (Q453023) (← links)
- Bayesian model comparison with un-normalised likelihoods (Q518247) (← links)
- Bayesian methods to overcome the winner's curse in genetic studies (Q542467) (← links)
- An efficient stochastic simulation algorithm for Bayesian unit root testing in stochastic volatility models (Q630100) (← links)
- Using MCMC chain outputs to efficiently estimate Bayes factors (Q645491) (← links)
- Computational approaches for empirical Bayes methods and Bayesian sensitivity analysis (Q661177) (← links)
- Bayesian inference for circular distributions with unknown normalising constants (Q730841) (← links)
- Expected posterior priors in factor analysis (Q732651) (← links)
- Bayesian estimation of an extended local scale stochastic volatility model (Q737916) (← links)
- Secure Bayesian model averaging for horizontally partitioned data (Q746280) (← links)
- Improving power posterior estimation of statistical evidence (Q746315) (← links)
- From unit root to Stein's estimator to Fisher's \(k\) statistics: If you have a moment, I can tell you more (Q819959) (← links)
- A comparison of Bayesian model selection based on MCMC with an application to GARCH-type models (Q849878) (← links)
- Maximum likelihood estimation and model comparison of nonlinear structural equation models with continuous and polytomous variables (Q956739) (← links)
- Bayesian item response modeling. Theory and applications. (Q984488) (← links)
- Bayesian testing for non-linearity in volatility modeling (Q1010548) (← links)
- Bayes factor estimation for nonlinear dynamic state space models (Q1013038) (← links)
- Marginal likelihoods for non-Gaussian models using auxiliary mixture sampling (Q1023812) (← links)
- On Bayesian estimation and model comparison of an integrated structural equation model (Q1023842) (← links)
- Bayesian factor analysis with fat-tailed factors and its exact marginal likelihood (Q1026360) (← links)
- Bayes factors and hierarchical models (Q1298998) (← links)
- On Monte Carlo methods for estimating ratios of normalizing constants (Q1372847) (← links)
- A Bayesian prediction using the skew Gaussian distribution. (Q1421943) (← links)
- Importance sampling for families of distributions (Q1578598) (← links)
- Computation of marginal likelihoods with data-dependent support for latent variables (Q1621319) (← links)
- Bayesian mortality forecasting with overdispersion (Q1622532) (← links)
- Efficient estimation of the link function parameter in a robust Bayesian binary regression model (Q1623429) (← links)
- Modelling trends in road accident frequency -- Bayesian inference for rates with uncertain exposure (Q1623438) (← links)
- On the use of marginal posteriors in marginal likelihood estimation via importance sampling (Q1623576) (← links)
- Efficient model comparison techniques for models requiring large scale data augmentation (Q1631557) (← links)
- Model selection for time series of count data (Q1662312) (← links)
- A tutorial on bridge sampling (Q1690608) (← links)
- Model uncertainty (Q1766316) (← links)
- Computational advances for and from Bayesian analysis (Q1766319) (← links)
- Bayesian goodness-of-fit testing using infinite-dimensional exponential families (Q1807136) (← links)
- Equivalence of Julesz ensembles and FRAME models (Q1857908) (← links)
- On the calibration of Bayesian model choice criteria (Q1869093) (← links)
- The marginal likelihood of dynamic mixture models (Q1927041) (← links)