Pages that link to "Item:Q3128747"

The following pages link to Marginal Likelihood from the Gibbs Output (Q3128747):

Displaying 50 items.

• Default Bayes factors for ANOVA designs (Q96695) (← links)
• A Gibbs sampler for structural vector autoregressions (Q97972) (← links)
• Bayes shrinkage estimation for high-dimensional VAR models with scale mixture of normal distributions for noise (Q143154) (← links)
• Recursive pathways to marginal likelihood estimation with prior-sensitivity analysis (Q252729) (← links)
• Model selection in linear mixed models (Q252741) (← links)
• Bayes model selection with path sampling: factor models and other examples (Q254343) (← links)
• Modeling individual migraine severity with autoregressive ordered probit models (Q261572) (← links)
• Bayesian measurement of productivity and efficiency in the presence of undesirable outputs: crediting electric utilities for reducing air pollution (Q262776) (← links)
• On leverage in a stochastic volatility model (Q262831) (← links)
• VAR forecasting under misspecification (Q265016) (← links)
• Bayesian model choice in cumulative link ordinal regression models (Q273567) (← links)
• Analysis of high dimensional multivariate stochastic volatility models (Q278181) (← links)
• Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic volatility (Q278198) (← links)
• Mixture models with an unknown number of components via a new posterior split-merge MCMC algorithm (Q278483) (← links)
• Bayesian analysis of a Tobit quantile regression model (Q278500) (← links)
• Striated Metropolis-Hastings sampler for high-dimensional models (Q281050) (← links)
• Bayesian stochastic search for VAR model restrictions (Q290981) (← links)
• Analysis of treatment response data from eligibility designs (Q295408) (← links)
• Global yield curve dynamics and interactions: a dynamic Nelson-Siegel approach (Q299229) (← links)
• Multilevel Bayesian framework for modeling the production, propagation and detection of ultra-high energy cosmic rays (Q386711) (← links)
• Dependence of Bayesian model selection criteria and Fisher information matrix on sample size (Q415628) (← links)
• Marginal likelihood calculation for the Gelfand-Dey and Chib methods (Q433167) (← links)
• Approximate Bayesian inference for large spatial datasets using predictive process models (Q434887) (← links)
• A study of variable selection using \(g\)-prior distribution with ridge parameter (Q434980) (← links)
• Analysis of treatment response data without the joint distribution of potential outcomes (Q451244) (← links)
• Stochastic volatility with leverage: fast and efficient likelihood inference (Q451250) (← links)
• Modeling and calculating the effect of treatment at baseline from panel outcomes (Q451275) (← links)
• A Bayesian approach to model-based clustering for binary panel probit models (Q452570) (← links)
• Stochastic volatility models with leverage and heavy-tailed distributions: a Bayesian approach using scale mixtures (Q452702) (← links)
• Bayesian testing of restrictions on vector autoregressive models (Q453023) (← links)
• Likelihood-based inference for regular functions with fractional polynomial approximations (Q472743) (← links)
• A general Bayesian estimation method of linear-bilinear models applied to plant breeding trials with genotype \(\times\) environment interaction (Q484501) (← links)
• Dynamic inverse prediction and sensitivity analysis with high-dimensional responses: application to climate-change vulnerability of biodiversity (Q486055) (← links)
• A Bayesian chi-squared test for hypothesis testing (Q496143) (← links)
• Pitfalls of estimating the marginal likelihood using the modified harmonic mean (Q500578) (← links)
• Importance sampling schemes for evidence approximation in mixture models (Q516488) (← links)
• Information acquisition and/or bid preparation: a structural analysis of entry and bidding in timber sale auctions (Q527906) (← 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)
• Bayesian model averaging in the instrumental variable regression model (Q528106) (← links)
• Mixtures of \(g\)-priors for Bayesian model averaging with economic applications (Q528107) (← links)
• Bayesian semiparametric analysis for latent variable models with mixed continuous and ordinal outcomes (Q530384) (← links)
• Additive cubic spline regression with Dirichlet process mixture errors (Q530952) (← links)
• Generalized extreme value regression for binary response data: an application to B2B electronic payments system adoption (Q542965) (← links)
• Bayesian analysis of structural credit risk models with microstructure noises (Q609830) (← links)
• Stochastic volatility in mean models with scale mixtures of normal distributions and correlated errors: a Bayesian approach (Q629128) (← links)
• An efficient stochastic simulation algorithm for Bayesian unit root testing in stochastic volatility models (Q630100) (← links)
• The generalized cross entropy method, with applications to probability density estimation (Q631482) (← links)
• A tutorial on Bayes factor estimation with the product space method (Q645486) (← links)
• Using MCMC chain outputs to efficiently estimate Bayes factors (Q645491) (← links)