Pages that link to "Item:Q1019983"

The following pages link to Auxiliary mixture sampling with applications to logistic models (Q1019983):

Displaying 31 items.

• Bayesian estimation and stochastic model specification search for dynamic survival models (Q89523) (← links)
• Data augmentation, frequentist estimation, and the Bayesian analysis of multinomial logit models (Q451483) (← links)
• A Bayesian approach to model-based clustering for binary panel probit models (Q452570) (← links)
• \(K\)-state switching models with time-varying transition distributions -- Does loan growth signal stronger effects of variables on inflation? (Q494371) (← links)
• The HESSIAN method: highly efficient simulation smoothing, in a nutshell (Q527930) (← links)
• Bayesian estimation of random effects models for multivariate responses of mixed data (Q962377) (← links)
• Computational techniques for applied econometric analysis of macroeconomic and financial processes (Q1019982) (← links)
• Block sampler and posterior mode estimation for asymmetric stochastic volatility models (Q1023620) (← links)
• Forecasting binary longitudinal data by a functional PC-ARIMA model (Q1023652) (← links)
• Does a Gibbs sampler approach to spatial Poisson regression models outperform a single site MH sampler? (Q1023764) (← links)
• Marginal likelihoods for non-Gaussian models using auxiliary mixture sampling (Q1023812) (← links)
• Bayesian dynamic probit models for the analysis of longitudinal data (Q1615165) (← links)
• Stochastic tail index model for high frequency financial data with Bayesian analysis (Q1644258) (← links)
• Generalized extreme value distribution with time-dependence using the AR and MA models in state space form (Q1927108) (← links)
• Order selection for regression-based hidden Markov model (Q2079607) (← links)
• A Bayesian Markov model with Pólya-gamma sampling for estimating individual behavior transition probabilities from accelerometer classifications (Q2209875) (← links)
• Estimating marginal likelihoods from the posterior draws through a geometric identity (Q2213361) (← links)
• Variable selection for market basket analysis (Q2255839) (← links)
• Stochastic model specification search for Gaussian and partial non-Gaussian state space models (Q2630151) (← links)
• Auxiliary mixture sampling for parameter-driven models of time series of counts with applications to state space modelling (Q2813919) (← links)
• Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations (with discussion) (Q2920273) (← links)
• Efficient estimation and particle filter for max-stable processes (Q2930901) (← links)
• Bayesian Nonparametric Regression Analysis of Data with Random Effects Covariates from Longitudinal Measurements (Q3013975) (← links)
• Bayesian analysis of immigration in Europe with generalized logistic regression (Q5036990) (← links)
• Bayesian modeling of dynamic extreme values: extension of generalized extreme value distributions with latent stochastic processes (Q5138617) (← links)
• Penalized complexity priors for degrees of freedom in Bayesian P-splines (Q5142159) (← links)
• Bayesian first order auto-regressive latent variable models for multiple binary sequences (Q5193317) (← links)
• Bayesian Inference for Logistic Models Using Pólya–Gamma Latent Variables (Q5406361) (← links)
• Efficient data augmentation techniques for some classes of state space models (Q6111471) (← links)
• A double Pólya-Gamma data augmentation scheme for a hierarchical negative binomial-binomial data model (Q6626671) (← links)
• Ultimate Pólya Gamma Samplers–Efficient MCMC for Possibly Imbalanced Binary and Categorical Data (Q6651358) (← links)