Bayesian parsimonious covariance estimation for hierarchical linear mixed models.
Sylvia Frühwirth-SchnatterRegina TüchlerPublished in: Stat. Comput. (2008)
Keyphrases
- parameter estimation
- monte carlo simulation
- probabilistic model
- model selection
- nonlinear models
- neural network
- hierarchical models
- statistical models
- bayesian estimation
- parametric models
- nonparametric bayesian
- bayesian models
- structural model
- hierarchical model
- linear models
- linear model
- posterior distribution
- bayesian inference
- closed form
- hierarchical structure
- generative model
- prior knowledge