Pages that link to "Item:Q3545401"

The following pages link to Adaptive sampling for Bayesian variable selection (Q3545401):

Displaying 39 items.

• Power-expected-posterior priors for variable selection in Gaussian linear models (Q273575) (← links)
• Bayesian identification, selection and estimation of semiparametric functions in high-dimensional additive models (Q291119) (← links)
• Bayesian high-dimensional screening via MCMC (Q466528) (← links)
• Acceleration of the stochastic search variable selection via componentwise Gibbs sampling (Q523262) (← links)
• Generalized smooth finite mixtures (Q528085) (← links)
• Mixtures of \(g\)-priors for Bayesian model averaging with economic applications (Q528107) (← links)
• Sequential Monte Carlo on large binary sampling spaces (Q746260) (← links)
• On Bayesian lasso variable selection and the specification of the shrinkage parameter (Q746286) (← links)
• An efficient sampling algorithm with adaptations for Bayesian variable selection (Q889341) (← links)
• Efficient MCMC sampling in dynamic mixture models (Q892446) (← links)
• Flexible modeling of conditional distributions using smooth mixtures of asymmetric Student \(t\) densities (Q993802) (← links)
• Bayesian inference in non-homogeneous Markov mixtures of periodic autoregressions with state-dependent exogenous variables (Q1023565) (← links)
• A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density (Q1623642) (← links)
• Sandwich algorithms for Bayesian variable selection (Q1623728) (← links)
• Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods (Q1886281) (← links)
• Perfect sampling for Bayesian variable selection in a linear regression model (Q1888858) (← links)
• Bayesian variable selection in generalized linear models using a combination of stochastic optimization methods (Q1926754) (← links)
• Estimating discrete Markov models from various incomplete data schemes (Q1927036) (← links)
• An adaptive MCMC method for Bayesian variable selection in logistic and accelerated failure time regression models (Q2029084) (← links)
• Adaptive random neighbourhood informed Markov chain Monte Carlo for high-dimensional Bayesian variable selection (Q2080371) (← links)
• Model-guided adaptive sampling for Bayesian model selection (Q2131962) (← links)
• A loss-based prior for variable selection in linear regression methods (Q2226693) (← links)
• Analysis of clustered binary data with unequal cluster sizes: a semiparametric Bayesian approach (Q2260136) (← links)
• A new go-to sampler for Bayesian probit regression (Q2299404) (← links)
• Bayesian variable selection and model averaging in the arbitrage pricing theory model (Q2445778) (← links)
• Regression density estimation using smooth adaptive Gaussian mixtures (Q2630124) (← links)
• An adaptive sampling scheme guided by BART—with an application to predict processor performance (Q3561488) (← links)
• On Sampling Strategies in Bayesian Variable Selection Problems With Large Model Spaces (Q4916951) (← links)
• Bayesian Model Selection in Additive Partial Linear Models Via Locally Adaptive Splines (Q5084431) (← links)
• Bayesian Approaches to Shrinkage and Sparse Estimation (Q5100721) (← links)
• Bayesian variable selection in a class of mixture models for ordinal data: a comparative study (Q5220838) (← links)
• (Q5434041) (← links)
• Bayesian Variable Selection in Markov Mixture Models (Q5451113) (← links)
• Structural, Syntactic, and Statistical Pattern Recognition (Q5466273) (← links)
• In search of lost mixing time: adaptive Markov chain Monte Carlo schemes for Bayesian variable selection with very large <i>p</i> (Q5857977) (← links)
• Joint specification of model space and parameter space prior distributions (Q5962691) (← links)
• Bayesian computation: a summary of the current state, and samples backwards and forwards (Q5963784) (← links)
• Latent uniform samplers on multivariate binary spaces (Q6117011) (← links)
• Computing Bayes: from then `til now (Q6540226) (← links)