Pages that link to "Item:Q1896235"
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The following pages link to Markov chains for exploring posterior distributions. (With discussion) (Q1896235):
Displaying 50 items.
- Variance bounding Markov chains (Q930683) (← links)
- Substitution random field with Gaussian and gamma distributions: theory and application to a pollution data set (Q930829) (← links)
- A sparse matrix approach to Bayesian computation in large linear models (Q956783) (← links)
- A Bayesian approach to seriation problems in archaeology (Q956868) (← links)
- Metropolis-Hastings from a stochastic population dynamics perspective (Q956878) (← links)
- Posterior analysis of latent competing risk models by parallel tempering (Q956943) (← links)
- Efficient MCMC estimation of discrete distributions (Q957279) (← links)
- Comparison of methodologies to assess the convergence of Markov chain Monte Carlo methods (Q959355) (← links)
- Improving MCMC, using efficient importance sampling (Q961112) (← links)
- Factor estimation using MCMC-based Kalman filter methods (Q961117) (← links)
- Obtaining similar null distributions in the normal linear model using computational methods (Q961207) (← links)
- Leverage, heavy-tails and correlated jumps in stochastic volatility models (Q961427) (← links)
- Estimating stochastic volatility models using daily returns and realized volatility simultaneously (Q961439) (← links)
- Bayesian estimation and variable selection for single index models (Q961687) (← links)
- Visualizations for assessing convergence and mixing of Markov chain Monte Carlo simulations (Q961950) (← links)
- Semi-parametric dynamic time series modelling with applications to detecting neural dynamics (Q965143) (← links)
- High-dimensional exploratory item factor analysis by a Metropolis-Hastings Robbins-Monro algorithm (Q971529) (← links)
- A note on some algorithms for the Gibbs posterior (Q984015) (← links)
- Bayesian system identification via Markov chain Monte Carlo techniques (Q985263) (← links)
- A semi-parametric Bayesian analysis of survival data based on Lévy-driven processes (Q995969) (← links)
- Convergence of adaptive mixtures of importance sampling schemes (Q997389) (← links)
- Harris recurrence of Metropolis-within-Gibbs and trans-dimensional Markov chains (Q997421) (← links)
- Reconstructing the energy landscape of a distribution from Monte Carlo samples (Q999663) (← links)
- Bayesian analysis of quality adjusted lifetime (QAL) data (Q1001718) (← links)
- Quantile pyramids for Bayesian nonparametrics (Q1002150) (← links)
- Adaptive independent Metropolis-Hastings (Q1009493) (← links)
- Monte Carlo sampling of Wigner functions and surface hopping quantum dynamics (Q1009948) (← links)
- Time series of count data: Modeling, estimation and diagnostics (Q1010577) (← links)
- Bayes factor estimation for nonlinear dynamic state space models (Q1013038) (← links)
- Modeling substitution and indel processes for AFLP marker evolution and phylogenetic infer\-ence (Q1018616) (← links)
- Bayesian estimation of the Gaussian mixture GARCH model (Q1019890) (← links)
- Interpretation and inference in mixture models: simple MCMC works (Q1019984) (← links)
- A consistent nonparametric Bayesian procedure for estimating autoregressive conditional den\-sities (Q1020103) (← links)
- Variational approximations in Bayesian model selection for finite mixture distributions (Q1020214) (← links)
- A Bayesian semi-parametric bivariate failure time model (Q1020712) (← links)
- Non-parametric Bayesian estimation for multitype branching processes through simulation-based methods (Q1023450) (← links)
- Modelling nonlinearities and heavy tails via threshold normal mixture GARCH models (Q1023483) (← links)
- Efficient and accurate approximate Bayesian inference with an application to insurance data (Q1023590) (← links)
- Block sampler and posterior mode estimation for asymmetric stochastic volatility models (Q1023620) (← links)
- Volatility forecasting using threshold heteroskedastic models of the intra-day range (Q1023630) (← links)
- Adaptive rejection Metropolis sampling using Lagrange interpolation polynomials of degree 2 (Q1023679) (← links)
- Bayesian significance testing and multiple comparisons from MCMC outputs (Q1023691) (← links)
- Conditions for rapid mixing of parallel and simulated tempering on multimodal distributions (Q1024896) (← links)
- Bayesian analysis of stochastic volatility models with mixture-of-normal distributions (Q1025340) (← links)
- Analysis of multivariate skew normal models with incomplete data (Q1036799) (← links)
- A truncated probit item response model for estimating psychophysical thresholds (Q1048647) (← links)
- Markov-normal analysis of iterative simulations before their convergence (Q1126461) (← links)
- Calculating posterior distributions and modal estimates in Markov mixture models (Q1126462) (← links)
- Bayesian reduced rank regression in econometrics (Q1126468) (← links)
- Nonlinear interest rate dynamics and implications for the terms structure (Q1126499) (← links)
