Simultaneous Posterior Probability Statements From Monte Carlo Output

By Leonhard Held. 2004

68 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/ad047708b7967ae1985686d5ae100d979cd9234a

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In Statistics and Probability

Citations in the corpus

PENALIZED STRUCTURED ADDITIVE REGRESSION FOR SPACE-TIME DATA: A BAYESIAN PERSPECTIVE (2004, background): “This allows, for instance, computation of posteriors of any nonlinear functionals, simultaneous credible intervals (see Knorr-Held (2004) ), and of probability statements.”
Bayesian auxiliary variable models for binary and multinomial regression (2006, background): “:3) of (cid:12) | for example, for the computation of simultaneous credible regions or related quantities (Held, 2004).”
Simultaneous Confidence Bands for Penalized Spline Estimators (2010, methodology): “Held (2004) constructs simultaneous posterior probability statements about vector parameters based on a Rao-Blackwellized estimate of the posterior density.”
An intuitive Bayesian spatial model for disease mapping that accounts for scaling (2016, background): “Held [27] has demonstrated that a constant risk is well supported by the posterior distribution, and based on this we would expect shrinkage towards the ﬁrst-level base model.”
Penalising Model Component Complexity: A Principled, Practical Approach to Constructing Priors (2014, methodology): “The challenge is that Held (2004) has demonstrated that a constant risk is well supported by the posterior distribution, a claim we also have verified using the approach in Sørbye and Rue (2011).”
Generalized structured additive regression based on Bayesian P-splines (2006, methodology): “A first step for more sophisticated variable selection is to replace pointwise credible intervals by simultaneous probability statements as proposed by Besag, Green, Higdon and Mengersen (1995) and more recently by Knorr-Held (2003).”