tsbridge

tsbridge: Calculate normalising constants for Bayesian time series models. The tsbridge package contains a collection of R functions that can be used to estimate normalising constants using the bridge sampler of Meng and Wong (1996). The functions can be applied to calculate posterior model probabilities for a variety of time series Bayesian models, where parameters are estimated using BUGS, and models themselves are created using the tsbugs package.


References in zbMATH (referenced in 160 articles )

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  1. Mulder, Kees; Klugkist, Irene; van Renswoude, Daan; Visser, Ingmar: Mixtures of peaked power Batschelet distributions for circular data with application to saccade directions (2020)
  2. Annis, Jeffrey; Evans, Nathan J.; Miller, Brent J.; Palmeri, Thomas J.: Thermodynamic integration and steppingstone sampling methods for estimating Bayes factors: a tutorial (2019)
  3. Chakraborty, Saptarshi; Khare, Kshitij: Consistent estimation of the spectrum of trace class data augmentation algorithms (2019)
  4. Frühwirth-Schnatter, Sylvia: Keeping the balance -- bridge sampling for marginal likelihood estimation in finite mixture, mixture of experts and Markov mixture models (2019)
  5. Gronau, Quentin F.; Wagenmakers, Eric-Jan; Heck, Daniel W.; Matzke, Dora: A simple method for comparing complex models: Bayesian model comparison for hierarchical multinomial processing tree models using Warp-III bridge sampling (2019)
  6. 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 (2019)
  7. Liu, Yang; Yang, Ji Seung; Maydeu-Olivares, Alberto: Restricted recalibration of item response theory models (2019)
  8. Roussel, Julien; Stoltz, Gabriel: A perturbative approach to control variates in molecular dynamics (2019)
  9. Veen, Duco; Klugkist, Irene: Standard errors, priors, and bridge sampling: a discussion of Liu et al. (2019)
  10. Zens, Gregor: Bayesian shrinkage in mixture-of-experts models: identifying robust determinants of class membership (2019)
  11. Alzahrani, Naif; Neal, Peter; Spencer, Simon E. F.; McKinley, Trevelyan J.; Touloupou, Panayiota: Model selection for time series of count data (2018)
  12. Koskinen, Johan; Wang, Peng; Robins, Garry; Pattison, Philippa: Outliers and influential observations in exponential random graph models (2018)
  13. Touloupou, Panayiota; Alzahrani, Naif; Neal, Peter; Spencer, Simon E. F.; McKinley, Trevelyan J.: Efficient model comparison techniques for models requiring large scale data augmentation (2018)
  14. Wong, Jackie S. T.; Forster, Jonathan J.; Smith, Peter W. F.: Bayesian mortality forecasting with overdispersion (2018)
  15. Everitt, Richard G.; Johansen, Adam M.; Rowing, Ellen; Evdemon-Hogan, Melina: Bayesian model comparison with un-normalised likelihoods (2017)
  16. 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 (2017)
  17. Vitoratou, Silia; Ntzoufras, Ioannis: Thermodynamic Bayesian model comparison (2017)
  18. 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 (2016)
  19. Vitoratou, Silia; Ntzoufras, Ioannis; Moustaki, Irini: Explaining the behavior of joint and marginal Monte Carlo estimators in latent variable models with independence assumptions (2016)
  20. Waggoner, Daniel F.; Wu, Hongwei; Zha, Tao: Striated Metropolis-Hastings sampler for high-dimensional models (2016)

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