Pages that link to "Item:Q959164"

The following pages link to Bayesian model choice based on Monte Carlo estimates of posterior model probabilities (Q959164):

Displaying 30 items.

• On Bayesian model and variable selection using MCMC (Q451227) (← 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)
• Exact posterior distributions and model selection criteria for multiple change-point detection problems (Q693323) (← links)
• Model weights for model choice and averaging (Q713757) (← links)
• Assessment of two approximation methods for computing posterior model probabilities (Q957104) (← links)
• A Bayesian model selection method with applications (Q1614838) (← links)
• Bayesian analysis of tail asymmetry based on a threshold extreme value model (Q1621333) (← links)
• Transdimensional approximate Bayesian computation for inference on invasive species models with latent variables of unknown dimension (Q1663335) (← links)
• On the calibration of Bayesian model choice criteria (Q1869093) (← links)
• Bayesian model selection based on parameter estimates from subsamples (Q1950737) (← links)
• Model selection and parameter estimation for an improved approximate Bayesian computation sequential Monte Carlo algorithm (Q2163634) (← links)
• Threshold variable selection of asymmetric stochastic volatility models (Q2259328) (← links)
• New approaches to compute Bayes factor in finite mixture models (Q2445786) (← links)
• Latent Markov models: a review of a general framework for the analysis of longitudinal data with covariates (Q2513934) (← links)
• The method of forced probabilities: a computation trick for Bayesian model evidence (Q2683515) (← links)
• Multi-regime nonlinear capital asset pricing models (Q2866374) (← links)
• Model Uncertainty in Claims Reserving within Tweedie's Compound Poisson Models (Q3067081) (← links)
• Bayesian model selection for D-vine pair-copula constructions (Q3087589) (← links)
• Bayes estimates of muIti-criteria decision alternatives using Monte Carlo integration (Q3142170) (← links)
• Expected-posterior prior distributions for model selection (Q4455347) (← links)
• MODEL SELECTION AND AVERAGING OF HEALTH COSTS IN EPISODE TREATMENT GROUPS (Q4563790) (← links)
• (Q4845386) (← links)
• On double hysteretic heteroskedastic model (Q5222509) (← links)
• Falling and explosive, dormant, and rising markets via multiple‐regime financial time series models (Q5391291) (← links)
• Model Selection and Averaging in Financial Risk Management (Q5742646) (← links)
• Bayesian Multimodel Inference by RJMCMC: A Gibbs Sampling Approach (Q5877126) (← links)
• Marginal Likelihood Computation for Model Selection and Hypothesis Testing: An Extensive Review (Q5883296) (← links)
• Transfer operators and conditional expectations: the non-commutative case, the case of mu-Brownian motions and white noise space setting (Q6183264) (← links)
• A comparison between marginal likelihood and data augmented MCMC algorithms for Gaussian hidden Markov models (Q6586563) (← links)