The following pages link to (Q4363938):
Displaying 50 items.
- Bayesian beta regression for bounded responses with unknown supports (Q109170) (← links)
- Bayesian tests on components of the compound symmetry covariance matrix (Q118338) (← links)
- The pseudo-marginal approach for efficient Monte Carlo computations (Q122160) (← links)
- An external field prior for the hidden Potts model with application to cone-beam computed tomography (Q128047) (← links)
- Variable transformation to obtain geometric ergodicity in the random-walk Metropolis algorithm (Q139529) (← links)
- Block-relaxation approaches for fitting the INDCLUS model (Q263355) (← links)
- A general framework for the parametrization of hierarchical models (Q449750) (← links)
- Bayesian semi-supervised learning with support vector machine (Q537464) (← links)
- Simulation of mineral grades with hard and soft conditioning data: application to a porphyry copper deposit (Q732185) (← links)
- Qualitative inequalities for squared partial correlations of a Gaussian random vector (Q744000) (← links)
- Simulating large Gaussian random vectors subject to inequality constraints by Gibbs sampling (Q748103) (← links)
- The lognormal race: a cognitive-process model of choice and latency with desirable psychometric properties (Q748217) (← links)
- Optimizing random scan Gibbs samplers (Q853941) (← links)
- Iterative numerical methods for sampling from high dimensional Gaussian distributions (Q892432) (← links)
- Efficient MCMC sampling in dynamic mixture models (Q892446) (← links)
- A sparse matrix approach to Bayesian computation in large linear models (Q956783) (← links)
- Implementing componentwise Hastings algorithms (Q957118) (← links)
- Optimal scaling for partially updating MCMC algorithms (Q997939) (← links)
- Parameterisation and efficient MCMC estimation of non-Gaussian state space models (Q1023621) (← links)
- A Bayesian approach to estimate the marginal loss distributions in operational risk management (Q1023645) (← links)
- Does a Gibbs sampler approach to spatial Poisson regression models outperform a single site MH sampler? (Q1023764) (← links)
- Rates of convergence of some multivariate Markov chains with polynomial eigenfunctions (Q1024904) (← links)
- Geometric ergodicity of Gibbs and block Gibbs samplers for a hierarchical random effects model (Q1275427) (← links)
- Bayesian prediction in growth-curve models with correlated errors (Q1302061) (← links)
- Information bounds for Gibbs samplers (Q1307091) (← links)
- Statistical inference and Monte Carlo algorithms. (With discussion) (Q1372568) (← links)
- Bayesian backfitting. (With comments and a rejoinder). (Q1431182) (← links)
- Honest exploration of intractable probability distributions via Markov chain Monte Carlo. (Q1431211) (← links)
- Ordering and improving the performance of Monte Carlo Markov chains. (Q1431213) (← links)
- Bayesian mortality forecasting with overdispersion (Q1622532) (← links)
- Fitting large-scale structured additive regression models using Krylov subspace methods (Q1658522) (← links)
- Efficient Gibbs sampling for Markov switching GARCH models (Q1659098) (← links)
- A comparison of centring parameterisations of Gaussian process-based models for Bayesian computation using MCMC (Q1703834) (← links)
- Uncertainty through the lenses of a mixed-frequency Bayesian panel Markov-switching model (Q1728672) (← links)
- Modeling systemic risk with Markov switching graphical SUR models (Q1740342) (← links)
- Backfitting in smoothing spline ANOVA (Q1807152) (← links)
- Analysis of a nonreversible Markov chain sampler. (Q1872496) (← links)
- Estimating discrete Markov models from various incomplete data schemes (Q1927036) (← links)
- Parallel multivariate slice sampling (Q1927292) (← links)
- Generalised linear mixed model analysis via sequential Monte Carlo sampling (Q1951779) (← links)
- Markov chain Monte Carlo and Rao-Blackwellization (Q1973294) (← links)
- Subsampling the Gibbs sampler: variance reduction (Q1975358) (← links)
- Bayesian multi-way balanced nested MANOVA models with random effects and a large number of the main factor levels (Q2044765) (← links)
- Block Gibbs samplers for logistic mixed models: convergence properties and a comparison with full Gibbs samplers (Q2074304) (← links)
- A hybrid scan Gibbs sampler for Bayesian models with latent variables (Q2075694) (← links)
- Full Bayesian inference in hidden Markov models of plant growth (Q2080750) (← links)
- NetVIX -- a network volatility index of financial markets (Q2116552) (← links)
- Backfitting for large scale crossed random effects regressions (Q2119243) (← links)
- Convergence rates of two-component MCMC samplers (Q2136999) (← links)
- On the convergence rate of the ``out-of-order'' block Gibbs sampler (Q2156021) (← links)
