Results 241 to 250 of about 54,345 (310)
Flexible yet Sparse Bayesian Survival Models With Time-Varying Coefficients and Unobserved Heterogeneity. [PDF]
Knaus P +3 more
europepmc +1 more source
Power priors for latent variable mediation models under small sample sizes
Abstract Latent variable models typically require large sample sizes for acceptable efficiency and reliable convergence. Appropriate informative priors are often required for gainfully employing Bayesian analysis with small samples. Power priors are informative priors built on historical data, weighted to account for non‐exchangeability with the ...
Lihan Chen +2 more
wiley +1 more source
In Vitro Analysis and Dynamic Modeling of SARS-CoV-2 Infection Inhibition by Sigma-1 Receptor Antagonist PB28. [PDF]
Lisowski B +4 more
europepmc +1 more source
Multi-purpose Program for Social System Analysis 33- Maximum Likelihood Method and MCMC - [PDF]
正康 福井
openalex
Abstract Hidden Markov diagnostic classification models capture how students' cognitive attributes evolve over time. This paper introduces a Bayesian Markov chain Monte Carlo algorithm for diagnostic classification models that jointly estimates time‐varying Q matrices, latent attributes, item parameters, attribute class proportions and transition ...
Chen‐Wei Liu
wiley +1 more source
Modeling insurance claims using Bayesian nonparametric regression. [PDF]
Shams M, Ghosh K.
europepmc +1 more source
LLM‐based prior elicitation for Bayesian graphical modeling
ABSTRACT In the Bayesian graphical modeling framework, priors on network structure encode theoretical assumptions and uncertainty about the topology of psychological constructs under study. For instance, the Bernoulli prior specifies the probability of each pairwise interaction, the Beta–Bernoulli prior governs expected network density, and the ...
Nikola Sekulovski +2 more
wiley +1 more source
Computational protocol for hierarchical Bayesian modeling of perception and generalization in fear conditioning. [PDF]
Yu K +3 more
europepmc +1 more source
To vary or not to vary: A flexible empirical Bayes factor for testing variance components
Abstract Random effects are the gold standard for capturing structural heterogeneity, such as individual differences or temporal dependence. Yet testing their presence is difficult because variance components are constrained to be non‐negative, creating a boundary problem. This paper introduces a flexible empirical Bayes factor (EBF) for testing random
Fabio Vieira, Hongwei Zhao, Joris Mulder
wiley +1 more source

