Pages that link to "Item:Q1019984"
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The following pages link to Interpretation and inference in mixture models: simple MCMC works (Q1019984):
Displaying 47 items.
- Model-based clustering based on sparse finite Gaussian mixtures (Q66958) (← links)
- Methods for inference in large multiple-equation Markov-switching models (Q299218) (← links)
- On the convergence rate of random permutation sampler and ECR algorithm in missing data models (Q352882) (← links)
- A Bayesian approach to model-based clustering for binary panel probit models (Q452570) (← links)
- Importance sampling schemes for evidence approximation in mixture models (Q516488) (← links)
- Bayesian modeling of joint and conditional distributions (Q527950) (← links)
- A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation (Q528082) (← links)
- A Bayesian analysis of payday loans and their regulation (Q528097) (← links)
- Bayesian semiparametric stochastic volatility modeling (Q736526) (← links)
- Bayesian inference in a correlated random coefficients model: modeling causal effect heterogeneity with an application to heterogeneous returns to schooling (Q737913) (← links)
- Inference and prediction in a multiple-structural-break model (Q737962) (← links)
- Model based labeling for mixture models (Q746210) (← links)
- Flexible modeling of conditional distributions using smooth mixtures of asymmetric Student \(t\) densities (Q993802) (← links)
- Computational techniques for applied econometric analysis of macroeconomic and financial processes (Q1019982) (← links)
- Bayesian density estimation using skew Student-\(t\)-normal mixtures (Q1023877) (← links)
- On the use of marginal posteriors in marginal likelihood estimation via importance sampling (Q1623576) (← links)
- Jeffreys priors for mixture estimation: properties and alternatives (Q1662183) (← links)
- Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors (Q1740349) (← links)
- Measuring and predicting heterogeneous recessions (Q1994151) (← links)
- Bayesian nonparametric learning of how skill is distributed across the mutual fund industry (Q2155311) (← links)
- Identification of business cycles and the Great Moderation in the post-war U.S. economy (Q2180739) (← links)
- On a model of environmental performance and technology gaps (Q2184076) (← links)
- A note on sigma-mu efficiency analysis as a methodology for evaluating units through composite indicators (Q2189910) (← links)
- Anchored Bayesian Gaussian mixture models (Q2209835) (← links)
- Estimating marginal likelihoods from the posterior draws through a geometric identity (Q2213361) (← links)
- Transition and limiting distributions when covariates are available (Q2324691) (← links)
- Marginal likelihood for Markov-switching and change-point GARCH models (Q2512618) (← links)
- Regression density estimation using smooth adaptive Gaussian mixtures (Q2630124) (← links)
- Robust and efficient specification tests in Markov-switching autoregressive models (Q2694804) (← links)
- On convergence rates of mixtures of polynomial experts (Q2840878) (← links)
- Efficient Bayesian multivariate surface regression (Q2868862) (← links)
- Bayesian Mixture Labeling and Clustering (Q2903830) (← links)
- Weakly Informative Reparameterizations for Location-Scale Mixtures (Q3391164) (← links)
- Bayesian estimation of a Markov-switching threshold asymmetric GARCH model with Student-<i>t</i> innovations (Q3566441) (← links)
- Bayesian Semiparametric Multivariate Density Deconvolution (Q4690967) (← links)
- A Simple Solution to Bayesian Mixture Labeling (Q4921599) (← links)
- Explaining Trends in Body Mass Index Using Demographic Counterfactuals (Q5080442) (← links)
- Online Bayesian learning for mixtures of spatial spline regressions with mixed effects (Q5083332) (← links)
- An online Bayesian mixture labelling method by minimizing deviance of classification probabilities to reference labels (Q5219230) (← links)
- Label switching and its solutions for frequentist mixture models (Q5220769) (← links)
- OPTIMAL AUXILIARY PRIORS AND REVERSIBLE JUMP PROPOSALS FOR A CLASS OF VARIABLE DIMENSION MODELS (Q5859568) (← links)
- Monetary policy and long‐term interest rates (Q6088817) (← links)
- Bayesian weighted inference from surveys (Q6112940) (← links)
- Finite mixtures of ERGMs for modeling ensembles of networks (Q6121980) (← links)
- Autoregressive Moving Average Infinite Hidden Markov-Switching Models (Q6616605) (← links)
- Bayesian Inference in Common Microeconometric Models With Massive Datasets by Double Marginalized Subsampling (Q6620968) (← links)
- Dynamic Mixture of Experts Models for Online Prediction (Q6631130) (← links)
