Fully Bayesian Analysis of Switching Gaussian State Space Models

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Stochastic model specification search for Gaussian and partial non-Gaussian state space models (2010, methodology): “This is in line with Gelman (2006) who came to similar conclusions for the related random-effects model.”
Bayesian Analysis of the Heterogeneity Model (2004, methodology): “One may apply the idea of Frühwirth-Schnatter (2001a) to explore simulations from the unconstrained posterior in order to find an identifiability constraintR which is able to separate the posterior modes and by this to identify simulations from one labeling subspace, say L .”