The following pages link to Bayesian Essentials with R (Q2849649):
Displaying 16 items.
- An external field prior for the hidden Potts model with application to cone-beam computed tomography (Q128047) (← links)
- An evaluation of alternative methods for testing hypotheses, from the perspective of Harold Jeffreys (Q296926) (← links)
- Bayesian model selection in the \(\mathcal{M}\)-open setting -- approximate posterior inference and subsampling for efficient large-scale leave-one-out cross-validation via the difference estimator (Q1981162) (← links)
- Quantification of the weight of fingerprint evidence using a ROC-based approximate Bayesian computation algorithm for model selection (Q2044336) (← links)
- Data-driven optimization and statistical modeling to improve meter reading for utility companies (Q2147136) (← links)
- Anchored Bayesian Gaussian mixture models (Q2209835) (← links)
- A unified framework for de-duplication and population size estimation (with discussion) (Q2226702) (← links)
- Construction of an informative hierarchical prior for a small sample with the help of historical data and application to electricity load forecasting (Q2351820) (← links)
- (Q3383955) (← links)
- Random Forest Adjustment for Approximate Bayesian Computation (Q5083355) (← links)
- The case of the Jeffreys-Lindley-paradox as a Bayes-frequentist compromise: a perspective based on the Rao-Lovric-theorem (Q6123494) (← links)
- On a class of prior distributions that accounts for uncertainty in the data (Q6178721) (← links)
- A bootstrap likelihood approach to Bayesian computation (Q6569947) (← links)
- Bayesian and frequentist testing for differences between two groups with parametric and nonparametric two-sample tests (Q6602130) (← links)
- Profile-likelihood Bayesian model averaging for two-sample summary data Mendelian randomization in the presence of horizontal pleiotropy (Q6626761) (← links)
- Inequality restricted estimator for gamma regression: Bayesian approach as a solution to the multicollinearity (Q6641343) (← links)
