Buchholz, Alexander; Ahfock, Daniel; Richardson, Sylvia Distributed computation for marginal likelihood based model choice. (English) Zbl 07810193 Bayesian Anal. 18, No. 2, 607-638 (2023). MSC: 62F15 62-08 65C05 PDFBibTeX XMLCite \textit{A. Buchholz} et al., Bayesian Anal. 18, No. 2, 607--638 (2023; Zbl 07810193) Full Text: DOI arXiv Link
Dang, Khue-Dung; Ryan, Louise M.; Akkaya Hocagil, Tugba; Cook, Richard J.; Richardson, Gale A.; Day, Nancy L.; Coles, Claire D.; Olson, Heather Carmichael; Jacobson, Sandra W.; Jacobson, Joseph L. Bayesian modelling of effects of prenatal alcohol exposure on child cognition based on data from multiple cohorts. (English) Zbl 07780638 Aust. N. Z. J. Stat. 65, No. 3, 167-186 (2023). MSC: 62Fxx 62Pxx 65Cxx PDFBibTeX XMLCite \textit{K.-D. Dang} et al., Aust. N. Z. J. Stat. 65, No. 3, 167--186 (2023; Zbl 07780638) Full Text: DOI
Manuel, Christopher; Sinha, Samiran; Wang, Suojin Reducing bias due to misclassified exposures using instrumental variables. (English. French summary) Zbl 07759542 Can. J. Stat. 51, No. 2, 503-530 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{C. Manuel} et al., Can. J. Stat. 51, No. 2, 503--530 (2023; Zbl 07759542) Full Text: DOI
Piancastelli, Luiza S. C.; Friel, Nial; Barreto-Souza, Wagner; Ombao, Hernando Multivariate Conway-Maxwell-Poisson distribution: Sarmanov method and doubly intractable Bayesian inference. (English) Zbl 07747452 J. Comput. Graph. Stat. 32, No. 2, 483-500 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{L. S. C. Piancastelli} et al., J. Comput. Graph. Stat. 32, No. 2, 483--500 (2023; Zbl 07747452) Full Text: DOI arXiv
Llorente, F.; Martino, L.; Delgado, D.; López-Santiago, J. Marginal likelihood computation for model selection and hypothesis testing: an extensive review. (English) Zbl 07669666 SIAM Rev. 65, No. 1, 3-58 (2023). MSC: 62-02 62F03 62F15 65C05 65C20 65C40 65C60 PDFBibTeX XMLCite \textit{F. Llorente} et al., SIAM Rev. 65, No. 1, 3--58 (2023; Zbl 07669666) Full Text: DOI arXiv
Agresti, Alan; Bartolucci, Francesco; Mira, Antonietta Reflections on Murray Aitkin’s contributions to nonparametric mixture models and Bayes factors. (English) Zbl 07742685 Stat. Model. 22, No. 1-2, 33-45 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{A. Agresti} et al., Stat. Model. 22, No. 1--2, 33--45 (2022; Zbl 07742685) Full Text: DOI
Xing, Hanwen Improving bridge estimators via \(f\)-GAN. (English) Zbl 1496.62024 Stat. Comput. 32, No. 5, Paper No. 72, 28 p. (2022). MSC: 62-08 62F15 65C05 PDFBibTeX XMLCite \textit{H. Xing}, Stat. Comput. 32, No. 5, Paper No. 72, 28 p. (2022; Zbl 1496.62024) Full Text: DOI arXiv
Rotiroti, Frank; Walker, Stephen G. Computing marginal likelihoods via the Fourier integral theorem and pointwise estimation of posterior densities. (English) Zbl 1495.62014 Stat. Comput. 32, No. 5, Paper No. 67, 18 p. (2022). MSC: 62-08 62F15 65C40 PDFBibTeX XMLCite \textit{F. Rotiroti} and \textit{S. G. Walker}, Stat. Comput. 32, No. 5, Paper No. 67, 18 p. (2022; Zbl 1495.62014) Full Text: DOI
Bürkner, Paul-Christian; Gabry, Jonah; Vehtari, Aki Approximate leave-future-out cross-validation for Bayesian time series models. (English) Zbl 07480189 J. Stat. Comput. Simulation 90, No. 14, 2499-2523 (2020). MSC: 62-XX PDFBibTeX XMLCite \textit{P.-C. Bürkner} et al., J. Stat. Comput. Simulation 90, No. 14, 2499--2523 (2020; Zbl 07480189) Full Text: DOI arXiv
Reichl, Johannes Estimating marginal likelihoods from the posterior draws through a geometric identity. (English) Zbl 1454.62091 Monte Carlo Methods Appl. 26, No. 3, 205-221 (2020). MSC: 62F10 62F15 62-08 65R20 PDFBibTeX XMLCite \textit{J. Reichl}, Monte Carlo Methods Appl. 26, No. 3, 205--221 (2020; Zbl 1454.62091) Full Text: DOI
Liu, Yang; Hu, Guanyu; Cao, Lei; Wang, Xiaojing; Chen, Ming-Hui Rejoinder: A comparison of Monte Carlo methods for computing marginal likelihoods of item response theory models. (English) Zbl 1439.62085 J. Korean Stat. Soc. 48, No. 4, 522-523 (2019). MSC: 62F15 62D05 62-08 PDFBibTeX XMLCite \textit{Y. Liu} et al., J. Korean Stat. Soc. 48, No. 4, 522--523 (2019; Zbl 1439.62085) Full Text: DOI Link
Veen, Duco; Klugkist, Irene Standard errors, priors, and bridge sampling: a discussion of Liu et al. (English) Zbl 1439.62090 J. Korean Stat. Soc. 48, No. 4, 515-517 (2019). MSC: 62F15 62D05 62-08 PDFBibTeX XMLCite \textit{D. Veen} and \textit{I. Klugkist}, J. Korean Stat. Soc. 48, No. 4, 515--517 (2019; Zbl 1439.62090) Full Text: DOI
Zens, Gregor Bayesian shrinkage in mixture-of-experts models: identifying robust determinants of class membership. (English) Zbl 1474.62088 Adv. Data Anal. Classif., ADAC 13, No. 4, 1019-1051 (2019). MSC: 62F15 62J07 62H30 90-08 62P10 PDFBibTeX XMLCite \textit{G. Zens}, Adv. Data Anal. Classif., ADAC 13, No. 4, 1019--1051 (2019; Zbl 1474.62088) Full Text: DOI arXiv
Annis, Jeffrey; Evans, Nathan J.; Miller, Brent J.; Palmeri, Thomas J. Thermodynamic integration and steppingstone sampling methods for estimating Bayes factors: a tutorial. (English) Zbl 1431.62521 J. Math. Psychol. 89, 67-86 (2019). MSC: 62P15 62F15 65C05 PDFBibTeX XMLCite \textit{J. Annis} et al., J. Math. Psychol. 89, 67--86 (2019; Zbl 1431.62521) Full Text: DOI Link
Frühwirth-Schnatter, Sylvia Keeping the balance – bridge sampling for marginal likelihood estimation in finite mixture, mixture of experts and Markov mixture models. (English) Zbl 1499.62209 Braz. J. Probab. Stat. 33, No. 4, 706-733 (2019). MSC: 62H30 62F15 PDFBibTeX XMLCite \textit{S. Frühwirth-Schnatter}, Braz. J. Probab. Stat. 33, No. 4, 706--733 (2019; Zbl 1499.62209) Full Text: DOI Euclid
Touloupou, Panayiota; Alzahrani, Naif; Neal, Peter; Spencer, Simon E. F.; McKinley, Trevelyan J. Efficient model comparison techniques for models requiring large scale data augmentation. (English) Zbl 1407.62085 Bayesian Anal. 13, No. 2, 437-459 (2018). MSC: 62F15 92D30 62P10 PDFBibTeX XMLCite \textit{P. Touloupou} et al., Bayesian Anal. 13, No. 2, 437--459 (2018; Zbl 1407.62085) Full Text: DOI Euclid
Wong, Jackie S. T.; Forster, Jonathan J.; Smith, Peter W. F. Bayesian mortality forecasting with overdispersion. (English) Zbl 1406.62130 Insur. Math. Econ. 83, 206-221 (2018). MSC: 62P05 62M20 62N05 91D20 91B30 PDFBibTeX XMLCite \textit{J. S. T. Wong} et al., Insur. Math. Econ. 83, 206--221 (2018; Zbl 1406.62130) Full Text: DOI Link
Alzahrani, Naif; Neal, Peter; Spencer, Simon E. F.; McKinley, Trevelyan J.; Touloupou, Panayiota Model selection for time series of count data. (English) Zbl 1469.62013 Comput. Stat. Data Anal. 122, 33-44 (2018). MSC: 62-08 62M10 62F15 62P05 PDFBibTeX XMLCite \textit{N. Alzahrani} et al., Comput. Stat. Data Anal. 122, 33--44 (2018; Zbl 1469.62013) Full Text: DOI Link
Gronau, Quentin F.; Sarafoglou, Alexandra; Matzke, Dora; Ly, Alexander; Boehm, Udo; Marsman, Maarten; Leslie, David S.; Forster, Jonathan J.; Wagenmakers, Eric-Jan; Steingroever, Helen A tutorial on bridge sampling. (English) Zbl 1402.62042 J. Math. Psychol. 81, 80-97 (2017). MSC: 62F15 62P15 PDFBibTeX XMLCite \textit{Q. F. Gronau} et al., J. Math. Psychol. 81, 80--97 (2017; Zbl 1402.62042) Full Text: DOI arXiv
Vitoratou, Silia; Ntzoufras, Ioannis Thermodynamic Bayesian model comparison. (English) Zbl 1505.62411 Stat. Comput. 27, No. 5, 1165-1180 (2017). MSC: 62-08 62F15 PDFBibTeX XMLCite \textit{S. Vitoratou} and \textit{I. Ntzoufras}, Stat. Comput. 27, No. 5, 1165--1180 (2017; Zbl 1505.62411) Full Text: DOI Link
Everitt, Richard G.; Johansen, Adam M.; Rowing, Ellen; Evdemon-Hogan, Melina Bayesian model comparison with un-normalised likelihoods. (English) Zbl 1505.62139 Stat. Comput. 27, No. 2, 403-422 (2017). MSC: 62-08 62F15 65C05 PDFBibTeX XMLCite \textit{R. G. Everitt} et al., Stat. Comput. 27, No. 2, 403--422 (2017; Zbl 1505.62139) Full Text: DOI arXiv Link
White, Arthur; Wyse, Jason; Murphy, Thomas Brendan Bayesian variable selection for latent class analysis using a collapsed Gibbs sampler. (English) Zbl 1342.62112 Stat. Comput. 26, No. 1-2, 511-527 (2016). MSC: 62H30 62F15 62F10 PDFBibTeX XMLCite \textit{A. White} et al., Stat. Comput. 26, No. 1--2, 511--527 (2016; Zbl 1342.62112) Full Text: DOI arXiv Link
Vitoratou, Silia; Ntzoufras, Ioannis; Moustaki, Irini Explaining the behavior of joint and marginal Monte Carlo estimators in latent variable models with independence assumptions. (English) Zbl 1342.62128 Stat. Comput. 26, No. 1-2, 333-348 (2016). MSC: 62J12 62F15 PDFBibTeX XMLCite \textit{S. Vitoratou} et al., Stat. Comput. 26, No. 1--2, 333--348 (2016; Zbl 1342.62128) Full Text: DOI arXiv Link
Hug, Sabine; Schwarzfischer, Michael; Hasenauer, Jan; Marr, Carsten; Theis, Fabian J. An adaptive scheduling scheme for calculating Bayes factors with thermodynamic integration using Simpson’s rule. (English) Zbl 1505.62196 Stat. Comput. 26, No. 3, 663-677 (2016). MSC: 62-08 62F15 PDFBibTeX XMLCite \textit{S. Hug} et al., Stat. Comput. 26, No. 3, 663--677 (2016; Zbl 1505.62196) Full Text: DOI
Waggoner, Daniel F.; Wu, Hongwei; Zha, Tao Striated Metropolis-Hastings sampler for high-dimensional models. (English) Zbl 1420.62125 J. Econom. 192, No. 2, 406-420 (2016). MSC: 62F15 62M10 62P20 65C05 PDFBibTeX XMLCite \textit{D. F. Waggoner} et al., J. Econom. 192, No. 2, 406--420 (2016; Zbl 1420.62125) Full Text: DOI
Kim, Dong-hyuk Flexible Bayesian analysis of first price auctions using a simulated likelihood. (English) Zbl 1396.91256 Quant. Econ. 6, No. 2, 429-461 (2015). MSC: 91B26 62F15 62P20 PDFBibTeX XMLCite \textit{D.-h. Kim}, Quant. Econ. 6, No. 2, 429--461 (2015; Zbl 1396.91256) Full Text: DOI
Fang, Q.; Piegorsch, W. W.; Simmons, Susan J.; Li, X.; Chen, C.; Wang, Y. Bayesian model-averaged benchmark dose analysis via reparameterized quantal-response models. (English) Zbl 1395.62337 Biometrics 71, No. 4, 1168-1175 (2015). MSC: 62P10 PDFBibTeX XMLCite \textit{Q. Fang} et al., Biometrics 71, No. 4, 1168--1175 (2015; Zbl 1395.62337) Full Text: DOI arXiv
Cheng, Yu-sheng; Ding, Mei-wen; Xia, Ye-mao; Zhan, Wen-fa Bayesian analysis for dynamic generalized linear latent model with application to tree survival rate. (English) Zbl 1442.62167 J. Appl. Math. 2014, Article ID 783494, 8 p. (2014). MSC: 62J12 62F15 62P12 62-08 PDFBibTeX XMLCite \textit{Y.-s. Cheng} et al., J. Appl. Math. 2014, Article ID 783494, 8 p. (2014; Zbl 1442.62167) Full Text: DOI
Perrakis, Konstantinos; Ntzoufras, Ioannis; Tsionas, Efthymios G. On the use of marginal posteriors in marginal likelihood estimation via importance sampling. (English) Zbl 1506.62147 Comput. Stat. Data Anal. 77, 54-69 (2014). MSC: 62-08 62F15 62F10 65C40 PDFBibTeX XMLCite \textit{K. Perrakis} et al., Comput. Stat. Data Anal. 77, 54--69 (2014; Zbl 1506.62147) Full Text: DOI arXiv Link
Lloyd, Louise K.; Forster, Jonathan J. Modelling trends in road accident frequency – Bayesian inference for rates with uncertain exposure. (English) Zbl 1506.62115 Comput. Stat. Data Anal. 73, 189-204 (2014). MSC: 62-08 62F15 PDFBibTeX XMLCite \textit{L. K. Lloyd} and \textit{J. J. Forster}, Comput. Stat. Data Anal. 73, 189--204 (2014; Zbl 1506.62115) Full Text: DOI Link
Roy, Vivekananda Efficient estimation of the link function parameter in a robust Bayesian binary regression model. (English) Zbl 1506.62158 Comput. Stat. Data Anal. 73, 87-102 (2014). MSC: 62-08 62F15 PDFBibTeX XMLCite \textit{V. Roy}, Comput. Stat. Data Anal. 73, 87--102 (2014; Zbl 1506.62158) Full Text: DOI
Heaps, Sarah E.; Boys, Richard J.; Farrow, Malcolm Computation of marginal likelihoods with data-dependent support for latent variables. (English) Zbl 1471.62089 Comput. Stat. Data Anal. 71, 392-401 (2014). MSC: 62-08 62F15 PDFBibTeX XMLCite \textit{S. E. Heaps} et al., Comput. Stat. Data Anal. 71, 392--401 (2014; Zbl 1471.62089) Full Text: DOI
Castellano, Rosella; Scaccia, Luisa Can CDS indexes signal future turmoils in the stock market? A Markov switching perspective. (English) Zbl 1339.91121 CEJOR, Cent. Eur. J. Oper. Res. 22, No. 2, 285-305 (2014). MSC: 91G40 91G70 62P05 62F15 60J20 62M05 PDFBibTeX XMLCite \textit{R. Castellano} and \textit{L. Scaccia}, CEJOR, Cent. Eur. J. Oper. Res. 22, No. 2, 285--305 (2014; Zbl 1339.91121) Full Text: DOI
Cameron, Ewan; Pettitt, Anthony Recursive pathways to marginal likelihood estimation with prior-sensitivity analysis. (English) Zbl 1331.62128 Stat. Sci. 29, No. 3, 397-419 (2014). MSC: 62F15 PDFBibTeX XMLCite \textit{E. Cameron} and \textit{A. Pettitt}, Stat. Sci. 29, No. 3, 397--419 (2014; Zbl 1331.62128) Full Text: DOI arXiv Euclid
Friel, Nial; Hurn, Merrilee; Wyse, Jason Improving power posterior estimation of statistical evidence. (English) Zbl 1322.62098 Stat. Comput. 24, No. 5, 709-723 (2014). MSC: 62F15 PDFBibTeX XMLCite \textit{N. Friel} et al., Stat. Comput. 24, No. 5, 709--723 (2014; Zbl 1322.62098) Full Text: DOI arXiv Link
Bauwens, Luc; Dufays, Arnaud; Rombouts, Jeroen V. K. Marginal likelihood for Markov-switching and change-point GARCH models. (English) Zbl 1293.62175 J. Econom. 178, Part 3, 508-522 (2014). MSC: 62M10 62M02 62P05 PDFBibTeX XMLCite \textit{L. Bauwens} et al., J. Econom. 178, Part 3, 508--522 (2014; Zbl 1293.62175) Full Text: DOI Link
Wang, Jing; Atchadé, Yves F. Approximate Bayesian computation for exponential random graph models for large social networks. (English) Zbl 1323.65007 Commun. Stat., Simulation Comput. 43, No. 2, 359-377 (2014). Reviewer: Rasul A. Khan (Cleveland) MSC: 65C60 60F15 60G42 62P25 65C05 65C40 05C80 62F15 60J22 PDFBibTeX XMLCite \textit{J. Wang} and \textit{Y. F. Atchadé}, Commun. Stat., Simulation Comput. 43, No. 2, 359--377 (2014; Zbl 1323.65007) Full Text: DOI
Liang, Faming; Jin, Ick-Hoon A Monte Carlo Metropolis-Hastings algorithm for sampling from distributions with intractable normalizing constants. (English) Zbl 1448.62040 Neural Comput. 25, No. 8, 2199-2234 (2013). MSC: 62F15 60J22 68T05 PDFBibTeX XMLCite \textit{F. Liang} and \textit{I.-H. Jin}, Neural Comput. 25, No. 8, 2199--2234 (2013; Zbl 1448.62040) Full Text: DOI
Dutta, Ritabrata; Ghosh, Jayanta K. Bayes model selection with path sampling: factor models and other examples. (English) Zbl 1332.62089 Stat. Sci. 28, No. 1, 95-115 (2013). MSC: 62F15 62H25 62M05 PDFBibTeX XMLCite \textit{R. Dutta} and \textit{J. K. Ghosh}, Stat. Sci. 28, No. 1, 95--115 (2013; Zbl 1332.62089) Full Text: DOI arXiv Euclid
Ghosh, Joyee; Reiter, Jerome P. Secure Bayesian model averaging for horizontally partitioned data. (English) Zbl 1322.62101 Stat. Comput. 23, No. 3, 311-322 (2013). MSC: 62F15 62J02 62J12 62-07 PDFBibTeX XMLCite \textit{J. Ghosh} and \textit{J. P. Reiter}, Stat. Comput. 23, No. 3, 311--322 (2013; Zbl 1322.62101) Full Text: DOI
Fuentes-Albero, Cristina; Melosi, Leonardo Methods for computing marginal data densities from the Gibbs output. (English) Zbl 1283.62051 J. Econom. 175, No. 2, 132-141 (2013). MSC: 62F15 62M10 91B84 PDFBibTeX XMLCite \textit{C. Fuentes-Albero} and \textit{L. Melosi}, J. Econom. 175, No. 2, 132--141 (2013; Zbl 1283.62051) Full Text: DOI Link
Rouder, Jeffrey N.; Morey, Richard D.; Speckman, Paul L.; Province, Jordan M. Default Bayes factors for ANOVA designs. (English) Zbl 1282.62167 J. Math. Psychol. 56, No. 5, 356-374 (2012). MSC: 62J10 62F15 91E45 PDFBibTeX XMLCite \textit{J. N. Rouder} et al., J. Math. Psychol. 56, No. 5, 356--374 (2012; Zbl 1282.62167) Full Text: DOI
Song, Xin-Yuan; Lee, Sik-Yum A tutorial on the Bayesian approach for analyzing structural equation models. (English) Zbl 1282.62062 J. Math. Psychol. 56, No. 3, 135-148 (2012). MSC: 62F15 62P15 62-01 91E45 PDFBibTeX XMLCite \textit{X.-Y. Song} and \textit{S.-Y. Lee}, J. Math. Psychol. 56, No. 3, 135--148 (2012; Zbl 1282.62062) Full Text: DOI
Tang, Nian-Sheng; Duan, Xing-De A semiparametric Bayesian approach to generalized partial linear mixed models for longitudinal data. (English) Zbl 1255.62120 Comput. Stat. Data Anal. 56, No. 12, 4348-4365 (2012). MSC: 62G08 62F15 65D07 65C40 65C60 PDFBibTeX XMLCite \textit{N.-S. Tang} and \textit{X.-D. Duan}, Comput. Stat. Data Anal. 56, No. 12, 4348--4365 (2012; Zbl 1255.62120) Full Text: DOI
Bauwens, Luc; Rombouts, Jeroen V. K. On marginal likelihood computation in change-point models. (English) Zbl 1255.62234 Comput. Stat. Data Anal. 56, No. 11, 3415-3429 (2012). MSC: 62M10 62F15 65C60 PDFBibTeX XMLCite \textit{L. Bauwens} and \textit{J. V. K. Rombouts}, Comput. Stat. Data Anal. 56, No. 11, 3415--3429 (2012; Zbl 1255.62234) Full Text: DOI Link
Fiorentini, Gabriele; Planas, Christophe; Rossi, Alessandro The marginal likelihood of dynamic mixture models. (English) Zbl 1255.62062 Comput. Stat. Data Anal. 56, No. 9, 2650-2662 (2012). MSC: 62F15 62M20 65C60 PDFBibTeX XMLCite \textit{G. Fiorentini} et al., Comput. Stat. Data Anal. 56, No. 9, 2650--2662 (2012; Zbl 1255.62062) Full Text: DOI
Sun, Dongchu; Ni, Shawn Bayesian testing of restrictions on vector autoregressive models. (English) Zbl 1335.62147 J. Stat. Plann. Inference 142, No. 11, 3008-3022 (2012). MSC: 62M10 62F15 PDFBibTeX XMLCite \textit{D. Sun} and \textit{S. Ni}, J. Stat. Plann. Inference 142, No. 11, 3008--3022 (2012; Zbl 1335.62147) Full Text: DOI
Li, Zhen; Gopal, Vikneswaran; Li, Xiaobo; Davis, John M.; Casella, George Simultaneous SNP identification in association studies with missing data. (English) Zbl 1243.62134 Ann. Appl. Stat. 6, No. 2, 432-456 (2012). MSC: 62P10 62F15 92D10 65C40 65C60 PDFBibTeX XMLCite \textit{Z. Li} et al., Ann. Appl. Stat. 6, No. 2, 432--456 (2012; Zbl 1243.62134) Full Text: DOI arXiv Euclid
Doss, Hani Hyperparameter and model selection for nonparametric Bayes problems via Radon-Nikodym derivatives. (English) Zbl 1417.62055 Stat. Sin. 22, No. 1, 1-26 (2012). MSC: 62G05 62F15 62J12 60G57 60G99 PDFBibTeX XMLCite \textit{H. Doss}, Stat. Sin. 22, No. 1, 1--26 (2012; Zbl 1417.62055) Full Text: DOI
Deschamps, Philippe J. Bayesian estimation of an extended local scale stochastic volatility model. (English) Zbl 1441.62666 J. Econom. 162, No. 2, 369-382 (2011). MSC: 62P20 62F15 62M10 PDFBibTeX XMLCite \textit{P. J. Deschamps}, J. Econom. 162, No. 2, 369--382 (2011; Zbl 1441.62666) Full Text: DOI Link
Aßmann, Christian; Boysen-Hogrefe, Jens A Bayesian approach to model-based clustering for binary panel probit models. (English) Zbl 1247.62152 Comput. Stat. Data Anal. 55, No. 1, 261-279 (2011). MSC: 62H30 62F15 65C40 PDFBibTeX XMLCite \textit{C. Aßmann} and \textit{J. Boysen-Hogrefe}, Comput. Stat. Data Anal. 55, No. 1, 261--279 (2011; Zbl 1247.62152) Full Text: DOI
Buta, Eugenia; Doss, Hani Computational approaches for empirical Bayes methods and Bayesian sensitivity analysis. (English) Zbl 1231.62008 Ann. Stat. 39, No. 5, 2658-2685 (2011). MSC: 62C12 62F10 65C40 62F15 62J05 62F12 PDFBibTeX XMLCite \textit{E. Buta} and \textit{H. Doss}, Ann. Stat. 39, No. 5, 2658--2685 (2011; Zbl 1231.62008) Full Text: DOI arXiv
Fonseca, Thaís C. O.; Steel, Mark F. J. Non-Gaussian spatiotemporal modelling through scale mixing. (English) Zbl 1228.62117 Biometrika 98, No. 4, 761-774 (2011). MSC: 62M30 62F15 65C40 62P12 PDFBibTeX XMLCite \textit{T. C. O. Fonseca} and \textit{M. F. J. Steel}, Biometrika 98, No. 4, 761--774 (2011; Zbl 1228.62117) Full Text: DOI Link
Morey, Richard D.; Rouder, Jeffrey N.; Pratte, Michael S.; Speckman, Paul L. Using MCMC chain outputs to efficiently estimate Bayes factors. (English) Zbl 1270.62155 J. Math. Psychol. 55, No. 5, 368-378 (2011). MSC: 62P15 65C40 65C60 62-04 PDFBibTeX XMLCite \textit{R. D. Morey} et al., J. Math. Psychol. 55, No. 5, 368--378 (2011; Zbl 1270.62155) Full Text: DOI
Li, Yong; Ni, Zhong-Xin; Lin, Jin-Guan A stochastic simulation approach to model selection for stochastic volatility models. (English) Zbl 1219.62162 Commun. Stat., Simulation Comput. 40, No. 7, 1043-1056 (2011). MSC: 62P05 62F15 91G70 65C60 PDFBibTeX XMLCite \textit{Y. Li} et al., Commun. Stat., Simulation Comput. 40, No. 7, 1043--1056 (2011; Zbl 1219.62162) Full Text: DOI
Xu, Lizhen; Craiu, Radu V.; Sun, Lei Bayesian methods to overcome the winner’s curse in genetic studies. (English) Zbl 1220.62027 Ann. Appl. Stat. 5, No. 1, 201-231 (2011). MSC: 62F15 92D10 65C60 62F10 62P10 PDFBibTeX XMLCite \textit{L. Xu} et al., Ann. Appl. Stat. 5, No. 1, 201--231 (2011; Zbl 1220.62027) Full Text: DOI arXiv
Ahmadian, Yashar; Pillow, Jonathan W.; Paninski, Liam Efficient Markov chain Monte Carlo methods for decoding neural spike trains. (English) Zbl 1217.92022 Neural Comput. 23, No. 1, 46-96 (2011). MSC: 92C20 62P10 62F15 62J12 65C40 65C05 PDFBibTeX XMLCite \textit{Y. Ahmadian} et al., Neural Comput. 23, No. 1, 46--96 (2011; Zbl 1217.92022) Full Text: DOI
Spezia, Luigi Bayesian analysis of multivariate Gaussian hidden Markov models with an unknown number of regimes. (English) Zbl 1222.62110 J. Time Ser. Anal. 31, No. 1, 1-11 (2010). Reviewer: Mikhail Moklyachuk (Kyïv) MSC: 62M10 60J99 62F15 62H12 65C60 PDFBibTeX XMLCite \textit{L. Spezia}, J. Time Ser. Anal. 31, No. 1, 1--11 (2010; Zbl 1222.62110) Full Text: DOI
Ando, Tomohiro Bayesian model selection and statistical modeling. (English) Zbl 1303.62006 Statistics: Textbooks and Monographs. Boca Raton, FL: CRC Press (ISBN 978-1-4398-3614-9/hbk; 978-1-4398-3615-6/ebook). xiv, 286 p. (2010). MSC: 62-02 62C10 62C12 62F15 62-04 65C60 PDFBibTeX XMLCite \textit{T. Ando}, Bayesian model selection and statistical modeling. Boca Raton, FL: CRC Press (2010; Zbl 1303.62006) Full Text: DOI
Fox, Jean Paul Bayesian item response modeling. Theory and applications. (English) Zbl 1271.62012 Statistics for Social and Behavioral Sciences. Dordrecht: Springer (ISBN 978-1-4419-0741-7/hbk; 978-1-4614-2606-6/pbk; 978-1-4419-0742-4/ebook). xiv, 313 p. (2010). MSC: 62-02 62-04 62F15 62D05 62Pxx PDFBibTeX XMLCite \textit{J. P. Fox}, Bayesian item response modeling. Theory and applications. Dordrecht: Springer (2010; Zbl 1271.62012) Full Text: DOI
Doss, Hani Estimation of large families of Bayes factors from Markov chain output. (English) Zbl 1187.62052 Stat. Sin. 20, No. 2, 537-560 (2010). MSC: 62F15 65C40 62F10 62P10 PDFBibTeX XMLCite \textit{H. Doss}, Stat. Sin. 20, No. 2, 537--560 (2010; Zbl 1187.62052) Full Text: Link
Sheng, Yanyan; Wikle, Christopher K. Bayesian IRT models incorporating general and specific abilities. (English) Zbl 1275.62039 Behaviormetrika 36, No. 1, 27-48 (2009). MSC: 62F15 65C40 65C60 PDFBibTeX XMLCite \textit{Y. Sheng} and \textit{C. K. Wikle}, Behaviormetrika 36, No. 1, 27--48 (2009; Zbl 1275.62039) Full Text: DOI Link
Ardia, David Bayesian estimation of a Markov-switching threshold asymmetric GARCH model with Student-\(t\) innovations. (English) Zbl 1190.62155 Econom. J. 12, No. 1, 105-126 (2009). MSC: 62M10 62F15 62P05 65C05 91G70 65C40 PDFBibTeX XMLCite \textit{D. Ardia}, Econom. J. 12, No. 1, 105--126 (2009; Zbl 1190.62155) Full Text: DOI
Bhattacharya, Sourabh; Sengupta, Ashis Bayesian inference for circular distributions with unknown normalising constants. (English) Zbl 1183.62043 J. Stat. Plann. Inference 139, No. 12, 4179-4192 (2009). MSC: 62F15 62H11 65C40 PDFBibTeX XMLCite \textit{S. Bhattacharya} and \textit{A. Sengupta}, J. Stat. Plann. Inference 139, No. 12, 4179--4192 (2009; Zbl 1183.62043) Full Text: DOI
Ando, Tomohiro Bayesian factor analysis with fat-tailed factors and its exact marginal likelihood. (English) Zbl 1163.62044 J. Multivariate Anal. 100, No. 8, 1717-1726 (2009). MSC: 62H25 62F15 65C60 65C05 PDFBibTeX XMLCite \textit{T. Ando}, J. Multivariate Anal. 100, No. 8, 1717--1726 (2009; Zbl 1163.62044) Full Text: DOI
Vila, Jean-Pierre; Saley, Issa Bayes factor estimation for nonlinear dynamic state space models. (Estimation de facteurs de Bayes entre modèles dynamiques non linéaires à espace d’état.) (French. Abridged English version) Zbl 1158.62022 C. R., Math., Acad. Sci. Paris 347, No. 7-8, 429-434 (2009). MSC: 62F15 62M20 37M10 PDFBibTeX XMLCite \textit{J.-P. Vila} and \textit{I. Saley}, C. R., Math., Acad. Sci. Paris 347, No. 7--8, 429--434 (2009; Zbl 1158.62022) Full Text: DOI
Sims, Christopher A.; Waggoner, Daniel F.; Zha, Tao Methods for inference in large multiple-equation Markov-switching models. (English) Zbl 1429.62698 J. Econom. 146, No. 2, 255-274 (2008). MSC: 62P20 62F15 62M10 65C40 PDFBibTeX XMLCite \textit{C. A. Sims} et al., J. Econom. 146, No. 2, 255--274 (2008; Zbl 1429.62698) Full Text: DOI Link
Lee, Sik-Yum; Song, Xin-Yuan On Bayesian estimation and model comparison of an integrated structural equation model. (English) Zbl 1452.62226 Comput. Stat. Data Anal. 52, No. 10, 4814-4827 (2008). MSC: 62F15 62P15 62-08 PDFBibTeX XMLCite \textit{S.-Y. Lee} and \textit{X.-Y. Song}, Comput. Stat. Data Anal. 52, No. 10, 4814--4827 (2008; Zbl 1452.62226) Full Text: DOI
Frühwirth-Schnatter, Sylvia; Wagner, Helga Marginal likelihoods for non-Gaussian models using auxiliary mixture sampling. (English) Zbl 1452.62060 Comput. Stat. Data Anal. 52, No. 10, 4608-4624 (2008). MSC: 62-08 62F15 62M10 PDFBibTeX XMLCite \textit{S. Frühwirth-Schnatter} and \textit{H. Wagner}, Comput. Stat. Data Anal. 52, No. 10, 4608--4624 (2008; Zbl 1452.62060) Full Text: DOI
Hoogerheide, Lennart F.; Kaashoek, Johan F.; van Dijk, Herman K. On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural networks. (English) Zbl 1418.62470 J. Econom. 139, No. 1, 154-180 (2007). MSC: 62P20 62F15 65C05 PDFBibTeX XMLCite \textit{L. F. Hoogerheide} et al., J. Econom. 139, No. 1, 154--180 (2007; Zbl 1418.62470) Full Text: DOI Link
Fuhs, Mark C.; Touretzky, David S. Context learning in the rodent hippocampus. (English) Zbl 1135.62020 Neural Comput. 19, No. 12, 3173-3215 (2007). MSC: 62F15 92C20 91E40 62P15 PDFBibTeX XMLCite \textit{M. C. Fuhs} and \textit{D. S. Touretzky}, Neural Comput. 19, No. 12, 3173--3215 (2007; Zbl 1135.62020) Full Text: DOI
Ferreira, José T. A. S.; Steel, Mark F. J. A new class of skewed multivariate distributions with applications to regression analysis. (English) Zbl 1144.62035 Stat. Sin. 17, No. 2, 505-529 (2007). MSC: 62H05 62F15 62J99 65C40 62P10 PDFBibTeX XMLCite \textit{J. T. A. S. Ferreira} and \textit{M. F. J. Steel}, Stat. Sin. 17, No. 2, 505--529 (2007; Zbl 1144.62035)
Kou, S. C.; Zhou, Qing; Wong, Wing Hung Equi-energy sampler with applications in statistical inference and statistical mechanics. (English) Zbl 1246.82054 Ann. Stat. 34, No. 4, 1581-1619 (2006). MSC: 82B80 65C05 65C40 94A20 62F15 62D05 PDFBibTeX XMLCite \textit{S. C. Kou} et al., Ann. Stat. 34, No. 4, 1581--1619 (2006; Zbl 1246.82054) Full Text: DOI arXiv Euclid
Miazhynskaia, Tatiana; Frühwirth-Schnatter, Sylvia; Dorffner, Georg Bayesian testing for non-linearity in volatility modeling. (English) Zbl 1157.62524 Comput. Stat. Data Anal. 51, No. 3, 2029-2042 (2006). MSC: 62P05 62F15 62M45 PDFBibTeX XMLCite \textit{T. Miazhynskaia} et al., Comput. Stat. Data Anal. 51, No. 3, 2029--2042 (2006; Zbl 1157.62524) Full Text: DOI
Møller, J.; Pettitt, A. N.; Reeves, R.; Berthelsen, K. K. An efficient Markov chain Monte Carlo method for distributions with intractable normalising constants. (English) Zbl 1158.62020 Biometrika 93, No. 2, 451-458 (2006). MSC: 62F15 65C40 65C05 PDFBibTeX XMLCite \textit{J. Møller} et al., Biometrika 93, No. 2, 451--458 (2006; Zbl 1158.62020) Full Text: DOI
Bartolucci, Francesco; Scaccia, Luisa; Mira, Antonietta Efficient Bayes factor estimation from the reversible jump output. (English) Zbl 1152.62320 Biometrika 93, No. 1, 41-52 (2006). MSC: 62F15 65C40 65C05 PDFBibTeX XMLCite \textit{F. Bartolucci} et al., Biometrika 93, No. 1, 41--52 (2006; Zbl 1152.62320) Full Text: DOI Link
Lee, Sik-Yum; Tang, Nian-Sheng Analysis of nonlinear structural equation models with nonignorable missing covariates and ordered categorical data. (English) Zbl 1110.62034 Stat. Sin. 16, No. 4, 1117-1141 (2006). MSC: 62F15 65C60 62J99 62J12 PDFBibTeX XMLCite \textit{S.-Y. Lee} and \textit{N.-S. Tang}, Stat. Sin. 16, No. 4, 1117--1141 (2006; Zbl 1110.62034)
Miazhynskaia, Tatiana; Dorffner, Georg A comparison of Bayesian model selection based on MCMC with an application to GARCH-type models. (English) Zbl 1125.62022 Stat. Pap. 47, No. 4, 525-549 (2006). MSC: 62F15 65C40 62M10 65C60 62P05 PDFBibTeX XMLCite \textit{T. Miazhynskaia} and \textit{G. Dorffner}, Stat. Pap. 47, No. 4, 525--549 (2006; Zbl 1125.62022) Full Text: DOI Link
Frühwirth-Schnatter, Sylvia Finite mixture and Markov switching models. (English) Zbl 1108.62002 Springer Series in Statistics. Berlin: Springer (ISBN 0-387-32909-9/hbk). xix, 492 p. (2006). Reviewer: R. Schlittgen (Hamburg) MSC: 62-02 62F15 62M10 PDFBibTeX XMLCite \textit{S. Frühwirth-Schnatter}, Finite mixture and Markov switching models. Berlin: Springer (2006; Zbl 1108.62002) Full Text: DOI
Raggi, Davide Adaptive MCMC methods for inference on affine stochastic volatility models with jumps. (English) Zbl 1073.62095 Econom. J. 8, No. 2, 235-250 (2005). MSC: 62P05 65C40 62F15 60J70 PDFBibTeX XMLCite \textit{D. Raggi}, Econom. J. 8, No. 2, 235--250 (2005; Zbl 1073.62095) Full Text: DOI
García-Donato, Gonzalo; Chen, Ming-Hui Calibrating Bayes factor under prior predictive distributions. (English) Zbl 1070.62004 Stat. Sin. 15, No. 2, 359-380 (2005). MSC: 62C10 62F15 65C05 PDFBibTeX XMLCite \textit{G. García-Donato} and \textit{M.-H. Chen}, Stat. Sin. 15, No. 2, 359--380 (2005; Zbl 1070.62004)
Andrieu, C.; Doucet, A.; Robert, C. P. Computational advances for and from Bayesian analysis. (English) Zbl 1062.62043 Stat. Sci. 19, No. 1, 118-127 (2004). MSC: 62F15 65C60 65C40 PDFBibTeX XMLCite \textit{C. Andrieu} et al., Stat. Sci. 19, No. 1, 118--127 (2004; Zbl 1062.62043) Full Text: DOI
Clyde, Merlise; George, Edward I. Model uncertainty. (English) Zbl 1062.62044 Stat. Sci. 19, No. 1, 81-94 (2004). MSC: 62F15 65C40 PDFBibTeX XMLCite \textit{M. Clyde} and \textit{E. I. George}, Stat. Sci. 19, No. 1, 81--94 (2004; Zbl 1062.62044) Full Text: DOI
Mira, Antonietta; Nicholls, Geoff Bridge estimation of the probability density at a point. (English) Zbl 1045.62027 Stat. Sin. 14, No. 2, 603-612 (2004). MSC: 62G07 62F15 PDFBibTeX XMLCite \textit{A. Mira} and \textit{G. Nicholls}, Stat. Sin. 14, No. 2, 603--612 (2004; Zbl 1045.62027)
Lopes, Hedibert Freitas; West, Mike Bayesian model assessment in factor analysis. (English) Zbl 1035.62060 Stat. Sin. 14, No. 1, 41-67 (2004). MSC: 62H25 62F15 65C40 PDFBibTeX XMLCite \textit{H. F. Lopes} and \textit{M. West}, Stat. Sin. 14, No. 1, 41--67 (2004; Zbl 1035.62060)
Kim, Hyoung-Moon; Mallick, Bani K. A Bayesian prediction using the skew Gaussian distribution. (English) Zbl 1038.62027 J. Stat. Plann. Inference 120, No. 1-2, 85-101 (2004). MSC: 62F15 62M20 62M30 62M40 65C40 62P12 PDFBibTeX XMLCite \textit{H.-M. Kim} and \textit{B. K. Mallick}, J. Stat. Plann. Inference 120, No. 1--2, 85--101 (2004; Zbl 1038.62027) Full Text: DOI
Lopes, Hedibert Freitas Expected posterior priors in factor analysis. (English) Zbl 1171.62335 Braz. J. Probab. Stat. 17, No. 1, 91-105 (2003). MSC: 62H25 62F15 65C40 PDFBibTeX XMLCite \textit{H. F. Lopes}, Braz. J. Probab. Stat. 17, No. 1, 91--105 (2003; Zbl 1171.62335) Full Text: Link
Lee, Sik-Yum; Song, Xin-Yuan Maximum likelihood estimation and model comparison of nonlinear structural equation models with continuous and polytomous variables. (English) Zbl 1429.62647 Comput. Stat. Data Anal. 44, No. 1-2, 125-142 (2003). MSC: 62P15 62F10 62F15 62H12 PDFBibTeX XMLCite \textit{S.-Y. Lee} and \textit{X.-Y. Song}, Comput. Stat. Data Anal. 44, No. 1--2, 125--142 (2003; Zbl 1429.62647) Full Text: DOI
Gupta, Mayetri; Liu, Jun S. Discovery of conserved sequence patterns using a stochastic dictionary model. (English) Zbl 1047.62107 J. Am. Stat. Assoc. 98, No. 461, 55-66 (2003). MSC: 62P10 92C40 62F15 92D20 90C90 PDFBibTeX XMLCite \textit{M. Gupta} and \textit{J. S. Liu}, J. Am. Stat. Assoc. 98, No. 461, 55--66 (2003; Zbl 1047.62107) Full Text: DOI
Graves, Todd; Reese, C. Shane; Fitzgerald, Mark Hierarchical models for permutations: Analysis of auto racing results. (English) Zbl 1045.62123 J. Am. Stat. Assoc. 98, No. 462, 282-291 (2003). MSC: 62P99 62F15 62F07 PDFBibTeX XMLCite \textit{T. Graves} et al., J. Am. Stat. Assoc. 98, No. 462, 282--291 (2003; Zbl 1045.62123) Full Text: DOI
Hoff, Peter D. Bayesian methods for partial stochastic orderings. (English) Zbl 1035.62003 Biometrika 90, No. 2, 303-317 (2003). MSC: 62C10 60E15 62P10 65C60 62G99 PDFBibTeX XMLCite \textit{P. D. Hoff}, Biometrika 90, No. 2, 303--317 (2003; Zbl 1035.62003) Full Text: DOI Link
Berkhof, Johannes; van Mechelen, Iven; Gelman, Andrew A Bayesian approach to the selection and testing of mixture models. (English) Zbl 1015.62019 Stat. Sin. 13, No. 2, 423-442 (2003). MSC: 62F15 62F10 62F03 PDFBibTeX XMLCite \textit{J. Berkhof} et al., Stat. Sin. 13, No. 2, 423--442 (2003; Zbl 1015.62019)
Vlachos, Pantelis K.; Gelfand, Alan E. On the calibration of Bayesian model choice criteria. (English) Zbl 1033.62028 J. Stat. Plann. Inference 111, No. 1-2, 223-234 (2003). MSC: 62F15 PDFBibTeX XMLCite \textit{P. K. Vlachos} and \textit{A. E. Gelfand}, J. Stat. Plann. Inference 111, No. 1--2, 223--234 (2003; Zbl 1033.62028) Full Text: DOI
Kaufmann, Sylvia; Frühwirth-Schnatter, Sylvia Bayesian analysis of switching ARCH models. (English) Zbl 1091.62076 J. Time Ser. Anal. 23, No. 4, 425-458 (2002). Reviewer: M. P. Moklyachuk (Kyïv) MSC: 62M10 62F15 65C40 PDFBibTeX XMLCite \textit{S. Kaufmann} and \textit{S. Frühwirth-Schnatter}, J. Time Ser. Anal. 23, No. 4, 425--458 (2002; Zbl 1091.62076) Full Text: DOI
Lee, Sik-Yum; Song, Xin-Yuan Bayesian selection on the number of factors in a factor analysis model. (English) Zbl 1014.62034 Behaviormetrika 29, No. 1, 23-39 (2002). MSC: 62F15 62H25 65C60 PDFBibTeX XMLCite \textit{S.-Y. Lee} and \textit{X.-Y. Song}, Behaviormetrika 29, No. 1, 23--39 (2002; Zbl 1014.62034) Full Text: DOI
Nandram, Balgobin; Kim, Hyunjoong Marginal likelihood for a class of Bayesian generalized linear models. (English) Zbl 0995.62027 J. Stat. Comput. Simulation 72, No. 4, 319-340 (2002). MSC: 62F15 62J12 62P10 65C60 PDFBibTeX XMLCite \textit{B. Nandram} and \textit{H. Kim}, J. Stat. Comput. Simulation 72, No. 4, 319--340 (2002; Zbl 0995.62027)
Hamada, M.; Martz, H. F.; Reese, C. S.; Wilson, A. G. Finding near-optimal Bayesian experimental designs via genetic algorithms. (English) Zbl 1182.62156 Am. Stat. 55, No. 3, 175-181 (2001). MSC: 62K05 62C10 62J12 62B10 90C59 62F15 PDFBibTeX XMLCite \textit{M. Hamada} et al., Am. Stat. 55, No. 3, 175--181 (2001; Zbl 1182.62156) Full Text: DOI
Nicholls, Geoff; Jones, Martin Radiocarbon dating with temporal order constraints. (English) Zbl 1112.62319 J. R. Stat. Soc., Ser. C, Appl. Stat. 50, No. 4, 503-521 (2001). MSC: 62F15 62P99 PDFBibTeX XMLCite \textit{G. Nicholls} and \textit{M. Jones}, J. R. Stat. Soc., Ser. C, Appl. Stat. 50, No. 4, 503--521 (2001; Zbl 1112.62319) Full Text: DOI
Kim, Hoon; Sun, Dongchu; Tsutakawa, Robert K. A bivariate Bayes method for improving the estimates of mortality rates with a twofold conditional autoregressive model. (English) Zbl 1051.62112 J. Am. Stat. Assoc. 96, No. 456, 1506-1521 (2001). MSC: 62P10 62F15 62M10 65C05 62H12 62N02 PDFBibTeX XMLCite \textit{H. Kim} et al., J. Am. Stat. Assoc. 96, No. 456, 1506--1521 (2001; Zbl 1051.62112) Full Text: DOI
Frühwirth-Schnatter, Sylvia Fully Bayesian analysis of switching Gaussian state space models. (English) Zbl 0995.62087 Ann. Inst. Stat. Math. 53, No. 1, 31-49 (2001). MSC: 62M10 62F15 65C40 62P05 PDFBibTeX XMLCite \textit{S. Frühwirth-Schnatter}, Ann. Inst. Stat. Math. 53, No. 1, 31--49 (2001; Zbl 0995.62087) Full Text: DOI