The following pages link to (Q4845386):
Displaying 50 items.
- Default Bayes factors for ANOVA designs (Q96695) (← links)
- Reversible jump Markov chain Monte Carlo computation and Bayesian model determination (Q106540) (← links)
- Quantifying uncertainty in transdimensional Markov chain Monte Carlo using discrete Markov models (Q142140) (← links)
- Mixture models with an unknown number of components via a new posterior split-merge MCMC algorithm (Q278483) (← links)
- Hybrid nested sampling algorithm for Bayesian model selection applied to inverse subsurface flow problems (Q348583) (← links)
- A new heterogeneous multidimensional unfolding procedure (Q418407) (← links)
- Parallel hierarchical sampling: a general-purpose interacting Markov chains Monte Carlo algorithm (Q434903) (← links)
- On Bayesian model and variable selection using MCMC (Q451227) (← links)
- Marginal maximum a posteriori estimation using Markov chain Monte Carlo (Q451237) (← links)
- Bayesian testing of restrictions on vector autoregressive models (Q453023) (← links)
- Static-parameter estimation in piecewise deterministic processes using particle Gibbs samplers (Q457269) (← links)
- Bayesian inferences of latent class models with an unknown number of classes (Q487601) (← links)
- Selecting massive variables using an iterated conditional modes/medians algorithm (Q491389) (← links)
- Importance sampling schemes for evidence approximation in mixture models (Q516488) (← links)
- Variable selection and functional form uncertainty in cross-country growth regressions (Q528109) (← links)
- The mode oriented stochastic search (MOSS) algorithm for log-linear models with conjugate priors (Q537428) (← links)
- Bayesian variable selection via particle stochastic search (Q625019) (← links)
- A short history of Markov chain Monte Carlo: Subjective recollections from incomplete data (Q635417) (← links)
- A tutorial on Bayes factor estimation with the product space method (Q645486) (← links)
- A Bayesian joinpoint regression model with an unknown number of break-points (Q652378) (← links)
- Exact posterior distributions and model selection criteria for multiple change-point detection problems (Q693323) (← links)
- Model weights for model choice and averaging (Q713757) (← links)
- Local non-stationarity test in mean for Markov switching GARCH models: an approximate Bayesian approach (Q736570) (← links)
- Bayesian accelerated life testing under competing log-location-scale family of causes of failure (Q736577) (← links)
- A flexible approach to parametric inference in nonlinear and time varying time series models (Q736695) (← links)
- Bayesian diffusion process models with time-varying parameters (Q744748) (← links)
- On conditional variance estimation in nonparametric regression (Q746272) (← links)
- Secure Bayesian model averaging for horizontally partitioned data (Q746280) (← links)
- Optimizing random scan Gibbs samplers (Q853941) (← links)
- Univariate Bayesian nonparametric mixture modeling with unimodal kernels (Q892442) (← links)
- Drug risk assessment with determining the number of sub-populations under finite mixture normal models (Q956969) (← links)
- Bayesian model choice based on Monte Carlo estimates of posterior model probabilities (Q959164) (← links)
- Reversible jump MCMC in mixtures of normal distributions with the same component means (Q961211) (← links)
- Bayesian estimation and variable selection for single index models (Q961687) (← links)
- Bayesian parameter estimation in the Expectancy Valence model of the Iowa gambling task (Q972206) (← links)
- Beta-MPT: multinomial processing tree models for addressing individual differences (Q972241) (← links)
- Bayesian mixture modelling in geochronology via Markov chain Monte Carlo (Q1001697) (← links)
- ABC methods for model choice in Gibbs random fields (Q1004562) (← links)
- The Bayes factor for inequality and about equality constrained models (Q1020742) (← links)
- Calculating posterior distributions and modal estimates in Markov mixture models (Q1126462) (← links)
- Reparameterisation issues in mixture modelling and their bearing on MCMC algorithms. (Q1277694) (← links)
- Posterior simulation and Bayes factors in panel count data models (Q1298436) (← links)
- A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models (Q1362024) (← links)
- Bayesian model averaging: A tutorial. (with comments and a rejoinder). (Q1431179) (← links)
- A generalized Markov sampler (Q1431344) (← links)
- Numerical Bayesian inference with arbitrary prior (Q1591490) (← links)
- Bayesian analysis of the logit model and comparison of two Metropolis-Hastings strategies. (Q1605369) (← links)
- Reversible algorithm of simulating multivariate densities with multi-hump (Q1609649) (← links)
- A Bayesian model selection method with applications (Q1614838) (← links)
- On the use of marginal posteriors in marginal likelihood estimation via importance sampling (Q1623576) (← links)
