The following pages link to (Q4828566):
Displaying 50 items.
- Statistical inference and Monte Carlo algorithms. (With discussion) (Q1372568) (← links)
- Bayesian bandwidth estimation for a nonparametric functional regression model with unknown error density (Q1615104) (← links)
- Dealing with multiple local modalities in latent class profile analysis (Q1615156) (← links)
- Weighted batch means estimators in Markov chain Monte Carlo (Q1616318) (← links)
- Detecting a trend change in cross-border epidemic transmission (Q1619582) (← links)
- Characterising economic trends by Bayesian stochastic model specification search (Q1621317) (← links)
- A generalized multiple-try version of the reversible jump algorithm (Q1623419) (← links)
- Efficient importance sampling in mixture frameworks (Q1623542) (← links)
- Bayesian option pricing using mixed normal heteroskedasticity models (Q1623554) (← links)
- A Bayesian mixture of Lasso regressions with \(t\)-errors (Q1623580) (← links)
- Parameter estimation via stochastic variants of the ECM algorithm with applications to plant growth modeling (Q1623627) (← links)
- Approximate maximum likelihood estimation of the autologistic model (Q1623803) (← links)
- Life tables in actuarial models: from the deterministic setting to a Bayesian approach (Q1633242) (← links)
- Weighted exponential random graph models: scope and large network limits (Q1633968) (← links)
- An approximate likelihood perspective on ABC methods (Q1636827) (← links)
- Bayesian estimation of ordinary differential equation models when the likelihood has multiple local modes (Q1637514) (← links)
- The sample size required in importance sampling (Q1650098) (← links)
- Convergence analysis of multifidelity Monte Carlo estimation (Q1651008) (← links)
- A family of block-wise one-factor distributions for modeling high-dimensional binary data (Q1658362) (← links)
- Gaussian process hyper-parameter estimation using parallel asymptotically independent Markov sampling (Q1659011) (← links)
- A nonlinear population Monte Carlo scheme for the Bayesian estimation of parameters of \(\alpha\)-stable distributions (Q1659482) (← links)
- Full Bayesian inference with hazard mixture models (Q1660222) (← links)
- SIMD parallel MCMC sampling with applications for big-data Bayesian analytics (Q1663281) (← links)
- Objective Bayesian analysis for the multivariate skew-\(t\) model (Q1663612) (← links)
- Adaptive importance sampling for optimization under uncertainty problems (Q1668392) (← links)
- A Bayesian approach to multiscale inverse problems with on-the-fly scale determination (Q1674657) (← links)
- A Dirichlet form approach to MCMC optimal scaling (Q1679476) (← links)
- Predicting human behavior in unrepeated, simultaneous-move games (Q1682705) (← links)
- Exact inference for the difference of Laplace location parameters (Q1683649) (← links)
- Combining multiple surrogate models to accelerate failure probability estimation with expensive high-fidelity models (Q1686574) (← links)
- On the Bayesian calibration of computer model mixtures through experimental data, and the design of predictive models (Q1686611) (← links)
- Bayesian updating via bootstrap filtering combined with data-driven polynomial chaos expansions: methodology and application to history matching for carbon dioxide storage in geological formations (Q1693616) (← links)
- Constrained Hamiltonian Monte Carlo in BEKK GARCH with targeting (Q1695658) (← links)
- Fusion learning for inter-laboratory comparisons (Q1698994) (← links)
- Efficient statistically accurate algorithms for the Fokker-Planck equation in large dimensions (Q1700731) (← links)
- A comparison of centring parameterisations of Gaussian process-based models for Bayesian computation using MCMC (Q1703834) (← links)
- Hierarchical Bayesian level set inversion (Q1703838) (← links)
- Modified Cholesky Riemann manifold Hamiltonian Monte Carlo: exploiting sparsity for fast sampling of high-dimensional targets (Q1704017) (← links)
- Fast inference in generalized linear models via expected log-likelihoods (Q1704759) (← links)
- Non-marginal decisions: a novel Bayesian multiple testing procedure (Q1722066) (← links)
- sppmix: Poisson point process modeling using normal mixture models (Q1729311) (← links)
- Transdimensional transformation based Markov chain Monte Carlo (Q1729804) (← links)
- Simulating Coulomb and log-gases with hybrid Monte Carlo algorithms (Q1731001) (← links)
- Markov chain Monte Carlo based on deterministic transformations (Q1731164) (← links)
- Bayesian optimal sequential design for nonparametric regression via inhomogeneous evolutionary MCMC (Q1731202) (← links)
- The constitution of visual perceptual units in the functional architecture of V1 (Q1732700) (← links)
- Efficient acquisition rules for model-based approximate Bayesian computation (Q1738156) (← links)
- Modeling systemic risk with Markov switching graphical SUR models (Q1740342) (← links)
- Convergence rates for a class of estimators based on Stein's method (Q1740521) (← links)
- Two-scale spatial models for binary data (Q1742839) (← links)
