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muffin1974
  • Member for 7 years, 2 months
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18 votes
2 answers
2k views

What is the problem with empirical priors?

8 votes
1 answer
364 views

Bayesian regression with singular $(X'X)$ - Is the posterior well-defined?

8 votes
0 answers
4k views

Stationary vs Stability

7 votes
1 answer
3k views

Distribution of sum of independent exponentials with random number of summands

5 votes
1 answer
481 views

Issues with Importance sampling for flat prior

5 votes
1 answer
827 views

How to perform a sensitivity analysis in Bayesian statistics?

5 votes
0 answers
218 views

Distribution of $X'X$ if $X\in\mathbb{R}^{T \times N}$ and $X_i'\sim N(\mu,\sigma^2I_N)$

4 votes
1 answer
2k views

Posterior of the linear regression model with g-Prior

4 votes
1 answer
558 views

Multivariate Bayesian Testing with an F-test

4 votes
1 answer
2k views

Ratio of Gamma distributed variables with different parameters

4 votes
1 answer
435 views

Bayesian Model Averaging with MCMC draws

3 votes
0 answers
222 views

How to set up a proper prior sensitivity analysis?

3 votes
0 answers
1k views

Bayesian estimation of Dynamic Regression with AR(1) parameters

3 votes
1 answer
182 views

Covariance of $a \otimes b$ for independent random variables $a$ and $b$

3 votes
0 answers
101 views

MCMC in Gibbs: Threshold Multivariate Linear Regression [closed]

3 votes
1 answer
313 views

Setting up a MCMC scheme for Multivariate Stochastic Volatility

3 votes
0 answers
211 views

Derive Marginal Posterior to set up Gibbs-Sampler

3 votes
0 answers
393 views

Does a closed form marginal posterior exist for regression coefficients in hierarchical linear model?

2 votes
2 answers
289 views

How to choose a importance density for Jeffreys prior?

2 votes
0 answers
218 views

Stability of VAR$(p)$: Prove $\det(I_{Kp}-\tilde{A}z)=\det(I_k-A_1z-\ldots-A_pz^p)$

2 votes
1 answer
3k views

Square root algorithm (Kalman Filter)

2 votes
0 answers
749 views

MLE estimation: Inverse gamma duration model with exogenous variables

2 votes
1 answer
67 views

Variable Selection and Model Likelihood

1 vote
0 answers
136 views

Regression of product $XY$ on $X$

1 vote
1 answer
433 views

Numerical evaluation of predictive likelihood

1 vote
0 answers
82 views

Optimal prediction pools in practice

1 vote
0 answers
81 views

Comparing two Importance Densities for Bayesian Inference

1 vote
1 answer
150 views

Reference request: Conditional posterior for bayesian hierarchical linear regression model

1 vote
1 answer
306 views

Can a joint second moment exist if the joint distribution cannot be derived?

1 vote
0 answers
35 views

Estimation Error when neglecting $\mu$ while computing Covariance-Matrix