Pages that link to "Item:Q4808074"

The following pages link to Markov chain Monte Carlo Estimation of Classical and Dynamic Switching and Mixture Models (Q4808074):

Displaying 50 items.

• Model-based clustering based on sparse finite Gaussian mixtures (Q66958) (← links)
• Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity (Q97969) (← links)
• Quantifying uncertainty in transdimensional Markov chain Monte Carlo using discrete Markov models (Q142140) (← links)
• Semiparametric mixtures of regressions with single-index for model based clustering (Q158418) (← links)
• Semiparametric mixtures of nonparametric regressions (Q158425) (← links)
• A flexible prior distribution for Markov switching autoregressions with Student-\(t\) errors (Q274912) (← links)
• Mixture models with an unknown number of components via a new posterior split-merge MCMC algorithm (Q278483) (← links)
• On the convergence rate of random permutation sampler and ECR algorithm in missing data models (Q352882) (← links)
• Endogeneity of store attributes in heterogeneous store-level sales response models (Q421087) (← links)
• Improving the convergence properties of the data augmentation algorithm with an application to Bayesian mixture modeling (Q449838) (← links)
• A criterion-based model comparison statistic for structural equation models with heterogeneous data (Q450860) (← links)
• \(K\)-state switching models with time-varying transition distributions -- Does loan growth signal stronger effects of variables on inflation? (Q494371) (← links)
• Importance sampling schemes for evidence approximation in mixture models (Q516488) (← links)
• A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation (Q528082) (← links)
• A Bayesian analysis of payday loans and their regulation (Q528097) (← links)
• Free energy methods for Bayesian inference: efficient exploration of univariate Gaussian mixture posteriors (Q693322) (← links)
• Bayesian estimation of stochastic volatility models based on OU processes with marginal gamma law (Q734413) (← links)
• Local non-stationarity test in mean for Markov switching GARCH models: an approximate Bayesian approach (Q736570) (← links)
• Bayesian inference in a correlated random coefficients model: modeling causal effect heterogeneity with an application to heterogeneous returns to schooling (Q737913) (← links)
• Model based labeling for mixture models (Q746210) (← links)
• A semiparametric Bayesian approach to extreme value estimation (Q746243) (← links)
• Efficient Bayesian estimation of the multivariate double chain Markov model (Q892425) (← links)
• Posterior analysis of latent competing risk models by parallel tempering (Q956943) (← links)
• Semi-parametric dynamic time series modelling with applications to detecting neural dynamics (Q965143) (← links)
• Bayesian testing for non-linearity in volatility modeling (Q1010548) (← links)
• Reversible jump and the label switching problem in hidden Markov models (Q1015879) (← links)
• Interpretation and inference in mixture models: simple MCMC works (Q1019984) (← links)
• Multivariate mixed normal conditional heteroskedasticity (Q1019987) (← links)
• Model-based clustering for longitudinal data (Q1023471) (← links)
• Bayesian inference in non-homogeneous Markov mixtures of periodic autoregressions with state-dependent exogenous variables (Q1023565) (← links)
• Bayesian density estimation using skew Student-\(t\)-normal mixtures (Q1023877) (← links)
• Bayesian multiple comparisons of simply ordered means using priors with a point mass (Q1023884) (← links)
• Modelling species abundance in a river by negative binomial hidden Markov models (Q1621340) (← links)
• Regime switches in the dependence structure of multidimensional financial data (Q1623563) (← links)
• On the use of marginal posteriors in marginal likelihood estimation via importance sampling (Q1623576) (← links)
• The robust EM-type algorithms for log-concave mixtures of regression models (Q1654229) (← links)
• Income inequality decomposition using a finite mixture of log-normal distributions: a Bayesian approach (Q1659172) (← links)
• A Bayesian data combination approach for repeated durations under unobserved missing indicators: application to interpurchase-timing in marketing (Q1663101) (← links)
• Bayesian analysis for mixture of latent variable hidden Markov models with multivariate longitudinal data (Q1727865) (← links)
• Conjugate and conditional conjugate Bayesian analysis of discrete graphical models of marginal independence (Q1800125) (← links)
• Fuzzy weighted \(c\)-harmonic regressions clustering algorithm (Q1800268) (← links)
• Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods (Q1886281) (← links)
• Bayesian inference and state number determination for hidden Markov models: an application to the information content of the yield curve about inflation (Q1886287) (← links)
• Bayesian estimation of generalized hyperbolic skewed student GARCH models (Q1927090) (← links)
• A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood (Q1927121) (← links)
• Long memory and nonlinearities in realized volatility: a Markov switching approach (Q1927150) (← links)
• Measuring and predicting heterogeneous recessions (Q1994151) (← links)
• Bayesian variable selection in non-homogeneous hidden Markov models through an evolutionary Monte Carlo method (Q2008134) (← links)
• Varying-coefficient hidden Markov models with zero-effect regions (Q2143013) (← links)
• Markov switching panel with endogenous synchronization effects (Q2172001) (← links)