Pages that link to "Item:Q4506032"

The following pages link to Generalised Gibbs sampler and multigrid Monte Carlo for Bayesian computation (Q4506032):

Displaying 41 items.

• Bayes factor testing of equality and order constraints on measures of association in social research (Q118358) (← links)
• Modeling individual migraine severity with autoregressive ordered probit models (Q261572) (← links)
• Efficient Bayesian inference for stochastic time-varying copula models (Q434914) (← links)
• Improving the convergence properties of the data augmentation algorithm with an application to Bayesian mixture modeling (Q449838) (← links)
• A spectral analytic comparison of trace-class data augmentation algorithms and their sandwich variants (Q661172) (← links)
• Latent variable models with ordinal categorical covariates (Q693350) (← links)
• A multi-resolution, non-parametric, Bayesian framework for identification of spatially-varying model parameters (Q843476) (← links)
• A statistical model for discriminating between subliminal and near-liminal performance (Q924531) (← links)
• Bayesian meta-analysis for identifying periodically expressed genes in fission yeast cell cycle (Q993270) (← links)
• A truncated probit item response model for estimating psychophysical thresholds (Q1048647) (← links)
• Latent single-index models for ordinal data (Q1703869) (← links)
• Error bounds for sequential Monte Carlo samplers for multimodal distributions (Q1715531) (← links)
• Markov chain Monte Carlo based on deterministic transformations (Q1731164) (← links)
• Convergence rates for MCMC algorithms for a robust Bayesian binary regression model (Q1950912) (← links)
• Properties of prior and posterior distributions for multivariate categorical response data models (Q1969083) (← links)
• A model for policy interest rates (Q2246701) (← links)
• A theoretical comparison of the data augmentation, marginal augmentation and PX-DA algorithms (Q2426614) (← links)
• Monte Carlo integration with Markov chain (Q2427151) (← links)
• Tobit model with covariate dependent thresholds (Q2445729) (← links)
• Gibbs sampler by sampling-importance-resampling (Q2477783) (← links)
• A Bayesian semiparametric latent variable model for mixed responses (Q2517878) (← links)
• Accelerated Monte Carlo for optimal estimation of time series (Q2574163) (← links)
• Efficient Gibbs sampler for Bayesian analysis of a sample selection model (Q2643042) (← links)
• Bayesian Deconvolution of Signals Observed on Arrays (Q2830683) (← links)
• Bayesian Dynamic Panel-Ordered Probit Model and Its Application to Subjective Well-Being (Q3391874) (← links)
• Estimating structural credit risk models when market prices are contaminated with noise (Q4628717) (← links)
• A Multiresolution Method for Parameter Estimation of Diffusion Processes (Q4904733) (← links)
• A Bayesian multivariate partially linear single-index probit model for ordinal responses (Q4960632) (← links)
• Stochastic volatility models for ordinal-valued time series with application to finance (Q4970906) (← links)
• Sampling and Statistical Physics via Symmetry (Q5021912) (← links)
• Bayesian Hierarchical Poisson Regression Models: An Application to a Driving Study With Kinematic Events (Q5327277) (← links)
• Bayesian Analysis of Single-Molecule Experimental Data (Q5757775) (← links)
• Bayesian rank-based hypothesis testing for the rank sum test, the signed rank test, and Spearman's <i>ρ</i> (Q5861393) (← links)
• Exact Estimation of Demand Functions under Block-Rate Pricing (Q5864359) (← links)
• Stochastic Model Specification Search for Time-Varying Parameter VARs (Q5864516) (← links)
• Pressure and flow statistics of Darcy flow from simulated annealing (Q5876352) (← links)
• Rejoinder (Q5965668) (← links)
• Non-reversible guided Metropolis kernel (Q6116753) (← links)
• Multilevel linear models, Gibbs samplers and multigrid decompositions (with discussion) (Q6117932) (← links)
• On posterior consistency of Bayesian factor models in high dimensions (Q6121784) (← links)
• An exact sampler for fully Baysian elastic net (Q6188253) (← links)