Pages that link to "Item:Q3128747"

The following pages link to Marginal Likelihood from the Gibbs Output (Q3128747):

Displaying 50 items.

• Estimation of posterior density functions from a posterior sample. (Q1285505) (← links)
• Bayesian inference in a simultaneous equation model with limited dependent variables (Q1298420) (← links)
• Posterior simulation and Bayes factors in panel count data models (Q1298436) (← links)
• Bayes factors and hierarchical models (Q1298998) (← links)
• Estimation and comparison of multiple change-point models (Q1305640) (← links)
• Bayes factors and nonlinearity: Evidence from economic time series (Q1305670) (← links)
• A Bayesian multidimensional scaling procedure for the spatial analysis of revealed choice data (Q1305776) (← links)
• Bayesian analysis of seasonal unit roots and seasonal mean shifts (Q1362505) (← links)
• On Monte Carlo methods for estimating ratios of normalizing constants (Q1372847) (← links)
• Performance study of marginal posterior density estimation via Kullback-Leibler divergence (Q1382945) (← links)
• A note on a Bayesian order determination procedure for vectorautoregressive processes (Q1383247) (← links)
• Bayesian analysis of cross-section and clustered data treatment models (Q1580338) (← links)
• Exact small-sample inference in stationary, fully regular, dynamic demand models (Q1580339) (← links)
• Testing for integration using evolving trend and seasonals models: A Bayesian approach. (Q1586560) (← links)
• A Bayesian model selection method with applications (Q1614838) (← links)
• Bayesian dynamic probit models for the analysis of longitudinal data (Q1615165) (← links)
• Markov chain Monte Carlo with the integrated nested Laplace approximation (Q1616779) (← links)
• Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models (Q1621309) (← links)
• Computation of marginal likelihoods with data-dependent support for latent variables (Q1621319) (← links)
• Bayesian analysis of tail asymmetry based on a threshold extreme value model (Q1621333) (← links)
• Multivariate Wishart stochastic volatility and changes in regime (Q1622088) (← links)
• Realized stochastic volatility with leverage and long memory (Q1623559) (← links)
• On the use of marginal posteriors in marginal likelihood estimation via importance sampling (Q1623576) (← links)
• A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density (Q1623642) (← links)
• A transdimensional approximate Bayesian computation using the pseudo-marginal approach for model choice (Q1623706) (← links)
• A new Monte Carlo method for estimating marginal likelihoods (Q1631546) (← links)
• A comparison of truncated and time-weighted Plackett-Luce models for probabilistic forecasting of Formula One results (Q1631548) (← links)
• Efficient model comparison techniques for models requiring large scale data augmentation (Q1631557) (← links)
• Stochastic tail index model for high frequency financial data with Bayesian analysis (Q1644258) (← links)
• Income inequality decomposition using a finite mixture of log-normal distributions: a Bayesian approach (Q1659172) (← links)
• A semiparametric scale-mixture regression model and predictive recursion maximum likelihood (Q1660139) (← links)
• Dual-semiparametric regression using weighted Dirichlet process mixture (Q1662051) (← links)
• Model selection for time series of count data (Q1662312) (← links)
• Sequential Bayesian inference for static parameters in dynamic state space models (Q1663121) (← links)
• Mode jumping MCMC for Bayesian variable selection in GLMM (Q1663135) (← links)
• Bayesian model selection for nonlinear aeroelastic systems using wind-tunnel data (Q1668780) (← links)
• Robust linear static panel data models using \(\varepsilon\)-contamination (Q1680195) (← links)
• Bayesian estimation and hypothesis tests for a circular generalized linear model (Q1680991) (← links)
• Objective Bayesian comparison of constrained analysis of variance models (Q1682437) (← links)
• Bayesian classification of multiclass functional data (Q1711597) (← links)
• A general framework for maximizing likelihood under incomplete data (Q1726390) (← links)
• Forecasting seasonal time series data: a Bayesian model averaging approach (Q1729308) (← links)
• Modeling systemic risk with Markov switching graphical SUR models (Q1740342) (← links)
• MixedTrails: Bayesian hypothesis comparison on heterogeneous sequential data (Q1741342) (← links)
• Bayesian analysis of dynamic panel data by penalized quantile regression (Q1742844) (← links)
• On asymmetric generalised t stochastic volatility models (Q1761658) (← links)
• Model uncertainty (Q1766316) (← links)
• Accounting for persistence in panel count data models. An application to the number of patents awarded (Q1788032) (← links)
• Conjugate and conditional conjugate Bayesian analysis of discrete graphical models of marginal independence (Q1800125) (← links)
• A Bayesian approach to the spatial representation of market structure from consumer choice data (Q1806808) (← links)