Bayesian estimation, model choice and forecasting. These concepts are also illustrated in real world applications modelled via linear models of regression and classification and compared with ...

Computer tools (R). Applications: Linear models in Regression and Classification (Bayesian Linear Regression, Generalized Linear Models, Logistic Regression), Hierarchical/ Multilevel Models, Cluster ...

We develop an MCMC algorithm for the augmented model and illustrate the approach in applications. We propose a Bayesian procedure for exploiting small, possibly long-lag linear predictability in the ...