Helske J (2020). “Efficient Bayesian generalized linear models with time-varying coefficients: The walker package in R.” 2009.07063.

Vihola, Matti, Helske, Jouni, Franks, Jordan (2020). “Importance sampling type estimators based on approximate marginal Markov chain Monte Carlo.” Scandinavian Journal of Statistics. doi: 10.1111/sjos.12492, https://onlinelibrary.wiley.com/doi/abs/10.1111/sjos.12492.

Helske J (2021). walker: Bayesian Generalized Linear Models with Time-Varying Coefficients. R package version 1.0.1-1, https://github.com/helske/walker.

Corresponding BibTeX entries:

  @Misc{walker,
    author = {Jouni Helske},
    title = {Efficient Bayesian generalized linear models with
      time-varying coefficients: The walker package in R},
    year = {2020},
    eprint = {2009.07063},
    archiveprefix = {arXiv},
    primaryclass = {stat.CO},
  }
  @Article{ISMCMC,
    author = {{Vihola} and {Matti} and {Helske} and {Jouni} and
      {Franks} and {Jordan}},
    title = {Importance sampling type estimators based on approximate
      marginal Markov chain Monte Carlo},
    journal = {Scandinavian Journal of Statistics},
    doi = {10.1111/sjos.12492},
    url = {https://onlinelibrary.wiley.com/doi/abs/10.1111/sjos.12492},
    year = {2020},
  }
  @Manual{package,
    title = {{walker}: Bayesian Generalized Linear Models with
      Time-Varying Coefficients},
    author = {Jouni Helske},
    year = {2021},
    note = {R package version 1.0.1-1},
    url = {https://github.com/helske/walker},
  }