The marginal likelihood of dynamic mixture models (Q1927041)
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scientific article; zbMATH DE number 6119705
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The marginal likelihood of dynamic mixture models |
scientific article; zbMATH DE number 6119705 |
Statements
The marginal likelihood of dynamic mixture models (English)
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30 December 2012
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Bayesian model selection
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bridge sampling
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Chib method
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Laplace method
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Markov switching models
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reciprocal importance sampling
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state space models
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