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Preface | |
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Principles of Bayesian Inference | |
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Bayesian updating | |
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MCMC techniques | |
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The basis for MCMC | |
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MCMC sampling algorithms | |
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MCMC convergence | |
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Competing models | |
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Setting priors | |
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The normal linear model and generalized linear models | |
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Data augmentation | |
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Identifiability | |
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Robustness and sensitivity | |
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Chapter themes | |
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References | |
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Model Comparison and Choice | |
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Introduction: formal methods, predictive methods and penalized deviance criteria | |
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Formal Bayes model choice | |
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Marginal likelihood and Bayes factor approximations | |
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Predictive model choice and checking | |
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Posterior predictive checks | |
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Out-of-sample cross-validation | |
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Penalized deviances from a Bayes perspective | |
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Multimodel perspectives via parallel sampling | |
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Model probability estimates from parallel sampling | |
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Worked example | |
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References | |
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Regression for Metric Outcomes | |
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Introduction: priors for the linear regression model | |
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Regression model choice and averaging based on predictor selection | |
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Robust regression methods: models for outliers | |
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Robust regression methods: models for skewness and heteroscedasticity | |
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Robustness via discrete mixture models | |
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Non-linear regression effects via splines and other basis functions | |
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Dynamic linear models and their application in non-parametric regression | |
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Exercises | |
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References | |
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Models for Binary and Count Outcomes | |
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Introduction: discrete model likelihoods vs. data augmentation | |
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Estimation by data augmentation: the Albert-Chib method | |
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Model assessment: outlier detection and model checks | |
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Predictor selection in binary and count regression | |
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Contingency tables | |
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Semi-parametric and general additive models for binomial and count responses | |
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Exercises | |
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References | |
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Further Questions in Binomial and Count Regression | |
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Generalizing the Poisson and binomial: overdispersion and robustness | |
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Continuous mixture models | |
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Discrete mixtures | |
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Hurdle and zero-inflated models | |
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Modelling the link function | |
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Multivariate outcomes | |
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Exercises | |
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References | |
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Random Effect and Latent Variable Models for Multicategory Outcomes | |
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Multicategory data: level of observation and relations between categories | |
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Multinomial models for individual data: modelling choices | |
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Multinomial models for aggregated data: modelling contingency tables | |
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The multinomial probit | |
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Non-linear predictor effects | |
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Heterogeneity via the mixed logit | |
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Aggregate multicategory data: the multinomial-Dirichlet model and extensions | |
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Multinomial extra variation | |
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Latent class analysis | |
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Exercises | |
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References | |
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Ordinal Regression | |
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Aspects and assumptions of ordinal data models | |
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Latent scale and data augmentation | |
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Assessing model assumptions: non-parametric ordinal regression and assessing ordinality | |
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Location-scale ordinal regression | |
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Structural interpretations with aggregated ordinal data | |
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Log-linear models for contingency tables with ordered categories | |
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Multivariate ordered outcomes | |
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Exercises | |
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References | |
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Discrete Spatial Data | |
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Introduction | |
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Univariate responses: the mixed ICAR model and extensions | |
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Spatial robustness | |
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Multivariate spatial priors | |
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Varying predictor effect models | |
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Exercises | |
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References | |
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Time Series Models for Discrete Variables | |
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Introduction: time dependence in observations and latent data | |
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Observation-driven dependence | |
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Parameter-driven dependenc | |