94 citations · 262 across the 25 of their papers we have counts for
7 papers · 1 filter
Bayesian transformation family selection: moving towards a transformed Gaussian universe
Efstratia Charitidou, Dimitris Fouskakis, Ioannis Ntzoufras
The problem of transformation selection is thoroughly treated from a Bayesian perspective. Several families of transformations are considered with a view to achieving normality: th…
Explaining the behavior of joint and marginal Monte Carlo estimators in latent variable models with independence assumptions
Silia Vitoratou, Ioannis Ntzoufras, Irini Moustaki
In latent variable models the parameter estimation can be implemented by using the joint or the marginal likelihood, based on independence or conditional independence assumptions.…
On the use of marginal posteriors in marginal likelihood estimation via importance-sampling
K. Perrakis, I. Ntzoufras, E. G. Tsionas
We investigate the efficiency of a marginal likelihood estimator where the product of the marginal posterior distributions is used as an importance-sampling function. The approach…
Thermodynamic assessment of probability distribution divergencies and Bayesian model comparison
Silia Vitoratou, Ioannis Ntzoufras
Within path sampling framework, we show that probability distribution divergences, such as the Chernoff information, can be estimated via thermodynamic integration. The Boltzmann-G…
Power-Conditional-Expected Priors: Using g-priors with Random Imaginary Data for Variable Selection
Dimitris Fouskakis, Ioannis Ntzoufras
The Zellner's g-prior and its recent hierarchical extensions are the most popular default prior choices in the Bayesian variable selection context. These prior set-ups can be expre…
Power-Expected-Posterior Priors for Variable Selection in Gaussian Linear Models
Dimitris Fouskakis, Ioannis Ntzoufras, David Draper
In the context of the expected-posterior prior (EPP) approach to Bayesian variable selection in linear models, we combine ideas from power-prior and unit-information-prior methodol…