Markov Chain Monte Carlo model selection for DAG models
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DOI: 10.1007/s10260-004-0097-z
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Cited by:
- Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin, 2012.
"Bayesian Graphical Models for Structural Vector Autoregressive Processes,"
Working Papers
2012:36, Department of Economics, University of Venice "Ca' Foscari".
- Daniel Felix Ahelegbey & Paolo Giudici, 2014. "Hierarchical Graphical Models, With Application To Systemic Risk," DEM Working Papers Series 063, University of Pavia, Department of Economics and Management.
- Daniel Felix Ahelegbey & Paolo Giudici, 2014. "Hierarchical Graphical Models, With Application to Systemic Risk," Working Papers 2014:01, Department of Economics, University of Venice "Ca' Foscari".
- Elie Bouri & Rangan Gupta & Seyedmehdi Hosseini & Chi Keung Marco Lau, 2017. "Does Global Fear Predict Fear in BRICS Stock Markets? Evidence from a Bayesian Graphical VAR Model," Working Papers 201704, University of Pretoria, Department of Economics.
- Webb, Emily L. & Forster, Jonathan J., 2008. "Bayesian model determination for multivariate ordinal and binary data," Computational Statistics & Data Analysis, Elsevier, vol. 52(5), pages 2632-2649, January.
- Helen Armstrong & Christopher K. Carter & Kevin K. F. Wong & Robert Kohn, 2007. "Bayesian Covariance Matrix Estimation using a Mixture of Decomposable Graphical Models," Discussion Papers 2007-13, School of Economics, The University of New South Wales.
- B Baesens & C Mues & D Martens & J Vanthienen, 2009. "50 years of data mining and OR: upcoming trends and challenges," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 60(1), pages 16-23, May.
- Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin, 2016.
"Bayesian Graphical Models for STructural Vector Autoregressive Processes,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(2), pages 357-386, March.
- Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin, 2012. "Bayesian Graphical Models for Structural Vector Autoregressive Processes," Working Papers 2012:36, Department of Economics, University of Venice "Ca' Foscari".
- repec:jss:jstsof:14:i11 is not listed on IDEAS
- Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin, 2016.
"Sparse Graphical Vector Autoregression: A Bayesian Approach,"
Annals of Economics and Statistics, GENES, issue 123-124, pages 333-361.
- Roberto Casarin & Daniel Felix Ahelegbey & Monica Billio, 2014. "Sparse Graphical Vector Autoregression: A Bayesian Approach," Working Papers 2014:29, Department of Economics, University of Venice "Ca' Foscari".
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Keywords
Graphical models; model selection; probabilistic expert systems; reversible jump MCMC algorithm;All these keywords.
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