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Cited in

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Bayesian testing for non-linearity in volatility modeling
Bayes factor estimation for nonlinear dynamic state space models
Marginal likelihoods for non-Gaussian models using auxiliary mixture sampling
On Bayesian estimation and model comparison of an integrated structural equation model
Bayesian factor analysis with fat-tailed factors and its exact marginal likelihood
Radiocarbon Dating with Temporal Order Constraints
Bayes factors and hierarchical models
epidemia
GiRaF
On Monte Carlo methods for estimating ratios of normalizing constants
A Bayesian prediction using the skew Gaussian distribution.
Importance sampling for families of distributions
Computation of marginal likelihoods with data-dependent support for latent variables
Bayesian mortality forecasting with overdispersion
Efficient estimation of the link function parameter in a robust Bayesian binary regression model
Modelling trends in road accident frequency -- Bayesian inference for rates with uncertain exposure
On the use of marginal posteriors in marginal likelihood estimation via importance sampling
Efficient model comparison techniques for models requiring large scale data augmentation
Model selection for time series of count data
A tutorial on bridge sampling
Model uncertainty
Computational advances for and from Bayesian analysis
Bayesian goodness-of-fit testing using infinite-dimensional exponential families
Equivalence of Julesz ensembles and FRAME models
ZIBgridfree
On the calibration of Bayesian model choice criteria
The marginal likelihood of dynamic mixture models
Bayesian estimation of generalized hyperbolic skewed student GARCH models
A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood
On marginal likelihood computation in change-point models
A semiparametric Bayesian approach to generalized partial linear mixed models for longitudinal data
Monte Carlo methods in Bayesian computation
EQS
SSS
npmlreg
Bayesian learning of stochastic dynamical models
Improving bridge estimators via \(f\)-GAN
Semiparametric mixed-effects ordinary differential equation models with heavy-tailed distributions
Deep composition of tensor-trains using squared inverse Rosenblatt transports
BayesLogit
Objective Bayesian edge screening and structure selection for Ising networks
Parallelizing MCMC sampling via space partitioning
Computing marginal likelihoods via the Fourier integral theorem and pointwise estimation of posterior densities
Mixtures of peaked power Batschelet distributions for circular data with application to saccade directions
Standard errors, priors, and bridge sampling: a discussion of Liu et al.
Rejoinder: A comparison of Monte Carlo methods for computing marginal likelihoods of item response theory models
Properties of the bridge sampler with a focus on splitting the MCMC sample
Estimating marginal likelihoods from the posterior draws through a geometric identity
Identifying the recurrence of sleep apnea using a harmonic hidden Markov model
MIXNO
Factor analysis for paired ranked data with application on parent-child value orientation preference data
Model comparison of nonlinear structural equation models with fixed covariates
On local influence analysis of full information item factor models
Models for polymeric and anisotropic liquids.
BayesFactor
Bayesian shrinkage in mixture-of-experts models: identifying robust determinants of class membership
Outliers and influential observations in exponential random graph models
MPTinR
Consistent estimation of the spectrum of trace class data augmentation algorithms
Keeping the balance -- bridge sampling for marginal likelihood estimation in finite mixture, mixture of experts and Markov mixture models
A simple method for comparing complex models: Bayesian model comparison for hierarchical multinomial processing tree models using Warp-III bridge sampling
Restricted recalibration of item response theory models
Thermodynamic integration and steppingstone sampling methods for estimating Bayes factors: a tutorial
Bayesian analysis for dynamic generalized linear latent model with application to tree survival rate
Thermodynamic Bayesian model comparison
A tutorial on the Bayesian approach for analyzing structural equation models
Estimating and understanding exponential random graph models
Methods for computing marginal data densities from the Gibbs output
A path sampling identity for computing the Kullback-Leibler and J divergences
Sparse seemingly unrelated regression modelling: applications in finance and econometrics
Default Bayesian model determination methods for generalised linear mixed models
New approaches to compute Bayes factor in finite mixture models
Finite mixture and Markov switching models.
Marginal likelihood for Markov-switching and change-point GARCH models
SEER*Stat
Recursive pathways to marginal likelihood estimation with prior-sensitivity analysis
MISA
Bayes model selection with path sampling: factor models and other examples
RANRTH
AS 206
Explaining the behavior of joint and marginal Monte Carlo estimators in latent variable models with independence assumptions
Bayesian variable selection for latent class analysis using a collapsed Gibbs sampler
Generalized fiducial factor: an alternative to the Bayes factor for forensic identification of source problems
Statistical inference from genetic data on pedigrees
rstan
On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural networks
Bayesian model-averaged benchmark dose analysis via reparameterized quantal-response models
Striated Metropolis-Hastings sampler for high-dimensional models
A temporal hidden Markov regression model for the analysis of gene regulatory networks
geoBayes
Bayesian IRT models incorporating general and specific abilities
transport
BAMD
An adaptive scheduling scheme for calculating Bayes factors with thermodynamic integration using Simpson's rule
TensorToolbox
Computational inference beyond Kingman's coalescent
Methods for inference in large multiple-equation Markov-switching models
Gaussian Process Regression Analysis for Functional Data
Can CDS indexes signal future turmoils in the stock market? A Markov switching perspective
A Latent Variable Model with Non-Ignorable Missing Data

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