activity
20132021
most citedBayesian Effect Selection in Structured Additive Distributional Regression Models

11 citations · 24 across the 7 of their papers we have counts for

collaborators

8 papers

stat.ME2021

Factor-augmented Bayesian treatment effects models for panel outcomes

Helga Wagner, Sylvia Frühwirth-Schnatter, Liana Jacobi

We propose a new, flexible model for inference of the effect of a binary treatment on a continuous outcome observed over subsequent time periods. The model allows to seperate assoc…

stat.CO2021★ 3 cited

Efficient Bayesian Modeling of Binary and Categorical Data in R: The UPG Package

Gregor Zens, Sylvia Frühwirth-Schnatter, Helga Wagner

In this vignette, we introduce the UPG package for efficient Bayesian inference in probit, logit, multinomial logit and binomial logit models. UPG offers a convenient estimation fr…

stat.CO2020

Ultimate Pólya Gamma Samplers -- Efficient MCMC for possibly imbalanced binary and categorical data

Gregor Zens, Sylvia Frühwirth-Schnatter, Helga Wagner

Modeling binary and categorical data is one of the most commonly encountered tasks of applied statisticians and econometricians. While Bayesian methods in this context have been av…

stat.ME2019★ 11 cited

Bayesian Effect Selection in Structured Additive Distributional Regression Models

Nadja Klein, Manuel Carlan, Thomas Kneib +2

We propose a novel spike and slab prior specification with scaled beta prime marginals for the importance parameters of regression coefficients to allow for general effect selectio…

stat.ME2018★ 2 cited

Comparing Spike and Slab Priors for Bayesian Variable Selection

Gertraud Malsiner-Walli, Helga Wagner

An important task in building regression models is to decide which regressors should be included in the final model. In a Bayesian approach, variable selection can be performed usi…

stat.ME2017

Effect fusion using model-based clustering

Gertraud Malsiner-Walli, Daniela Pauger, Helga Wagner

In social and economic studies many of the collected variables are measured on a nominal scale, often with a large number of categories. The definition of categories is usually not…

stat.CO2017

Bayesian Effect Fusion for Categorical Predictors

Daniela Pauger, Helga Wagner

In this paper, we propose a Bayesian approach to obtain a sparse representation of the effect of a categorical predictor in regression type models. As the effect of a categorical p…

stat.ME2013★ 8 cited

Likelihood-free Simulation-based Optimal Design

Markus Hainy, Werner G. Müller, Helga Wagner

Simulation-based optimal design techniques are a convenient tool for solving a particular class of optimal design problems. The goal is to find the optimal configuration of factor…