The Selection of Prior Distributions by Formal Rules
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- Asymptotic equivalence between frequentist and Bayesian prediction limits for the Poisson distribution
- Intrinsic Bayes factor approach to a test for the power law process.
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- A note on noninformative priors for Weibull distributions.
- Bayesian graphical model determination using decision theory
- Bayesian analysis of vector-autoregressive models with noninformative priors.
- Enriched conjugate and reference priors for the Wishart family on symmetric cones
- Assessing model mimicry using the parametric bootstrap.
- On the complexity of additive clustering models
- Strong matching of frequentist and Bayesian parametric inference
- Modeling body height in prehistory using a spatio-temporal Bayesian errors-in-variables model
- A defence of subjective fiducial inference
- Prior distributions for objective Bayesian analysis
- Open problems in universal induction \& intelligence
- Objective priors for the number of degrees of freedom of a multivariate t distribution and the t-copula
- Combining independent Bayesian posteriors into a confidence distribution, with application to estimating climate sensitivity
- A review of Bayesian asymptotics in general insurance applications
- An introduction to the Bayes information criterion: theoretical foundations and interpretation
- Penalising model component complexity: a principled, practical approach to constructing priors
- How principled and practical are penalised complexity priors?
- Toward automated prior choice
- Noninformative priors and frequentist risks of Bayesian estimators of vector-autoregressive models
- Single observation unbiased priors
- Partial information reference priors: Derivation and interpretations
- Bayesian inference and the parametric bootstrap
- Hierarchical Bayes, maximum a posteriori estimators, and minimax concave penalized likelihood estimation
- Neutral noninformative and informative conjugate beta and gamma prior distributions
- Reference priors for the general location-scale model
- Reference priors for non-normal two-sample problems
- Power prior distributions for generalized linear models
- Bayesian model selection and model averaging
- The importance of complexity in model selection
- Biased information and the exchange paradox
- Charles Stein and invariance: beginning with the Hunt-Stein theorem
- An explanatory rationale for priors sharpened into Occam's razors
- On a class of objective priors from scoring rules (with discussion)
- A model selection approach for variable selection with censored data
- On defining ex ante payoffs in games with diffuse prior
- On a prior based on the Wasserstein information matrix
- Bayesian approach for confidence intervals of variance on the normal distribution
- Bayesian \(A\)-optimal two-phase designs with a single blocking factor in each phase
- An unsupervised machine-learning checkpoint-restart algorithm using Gaussian mixtures for particle-in-cell simulations
- Bayesian multiple change-points estimation for hazard with censored survival data from exponential distributions
- Bayesian tests of symmetry for the generalized von Mises distribution
- Neglected chaos in international stock markets: Bayesian analysis of the joint return-volatility dynamical system
- A Bayesian approach to the analysis of asymmetric association for two-way contingency tables
- Structured hierarchical models for probabilistic inference from perturbation screening data
- Relative entropy and envy-free allocation
- Prior specification in Bayesian statistics: three cautionary tales
- Posterior properties of the Weibull distribution for censored data
- Bayesian and likelihood-based inference for the bivariate normal correlation coefficient
- Bayesian variable selection using cost-adjusted BIC, with application to cost-effective measurement of quality of health care
- We are all Bayesian, everyone is not a Bayesian
- Approximate large-scale Bayesian spatial modeling with application to quantitative magnetic resonance imaging
- A conversation with Robert E. Kass
- Statistical analysis of composite spectra
- On universal prediction and Bayesian confirmation
- Prediction markets, Bayesian priors, and clinical trials
- Assessing process capability based on Bayesian approach with subsamples
- An introduction to the imprecise Dirichlet model for multinomial data
- Bayesian-motivated tests of function fit and their asymptotic frequentist properties
- Default priors for Gaussioan processes
- Invariant Bayesian estimation on manifolds
- Using experimental data and information criteria to guide model selection for reaction-diffusion problems in mathematical biology
- Invariance of posterior distributions under reparametrization
- A tutorial on adaptive design optimization
- Posterior distribution for negative binomial parameter \(p\) using a group invariant prior
- A Bayesian approach to testing decision making axioms
- Nonsubjective priors via predictive relative entropy regret
- Modeling individual differences using Dirichlet processes
- Model selection for the rate problem: a comparison of significance testing, Bayesian and minimum description length statistical inference
- Imprecise probability models for learning multinomial distributions from data. Applications to learning credal networks
- Noninformative priors for the common mean in the bivariate normal distribution
- Non-informative priors for the common mean in the one-way random effects model with heterogeneous error variances
- On the choice of a noninformative prior for Bayesian inference of discretized normal observations
- Bayes factors: Prior sensitivity and model generalizability
- What is meant by ``missing at random?
- A new bivariate exponential distribution for modeling moderately negative dependence
- A note on reference priors for the scalar skew-normal distribution
- A heteroscedastic Bayesian model for method comparison data
- Having a look at the Bayes blind spot
- Overall objective priors
- Some aspects of the history of Bayesian information processing
- On the Bayesianity of minimum risk equivariant estimator for location or scale parameters under a general convex and invariant loss function
- A generalization of Jeffreys' rule for non regular models
- Dynamic spatial Bayesian models for radioactivity deposition
- Objective Bayesian analysis of spatial data with uncertain nugget and range parameters
- Stimulus reference frame and neural coding precision
- Ambiguity and the Bayesian paradigm
- A Hybrid Approximation Bayesian Test of Variance Components for Longitudinal Data
- Average Most Powerful Tests for a Segmented Regression
- Sensitivity of Bayes Estimators to Hyper-Parameters with an Application to Maximum Yield from Fisheries
- Asymptotics of Posteriors for Binary Branching Processes
- On probability matching priors
- scientific article; zbMATH DE number 3913429 (Why is no real title available?)
- The potential and perils of preprocessing: building new foundations
- Analytical derivation of the reference prior by sequential maximization of Shannon's mutual information in the multi-group parameter case
- An objective Bayesian estimation of parameters in a log-binomial model
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