Computation of marginal likelihoods with data-dependent support for latent variables

DOI10.1016/j.csda.2013.07.033zbMath1471.62089OpenAlexW2007250436MaRDI QIDQ1621319

Sarah E. Heaps, Malcolm Farrow, Richard J. Boys

Publication date: 8 November 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2013.07.033

zbMATH Keywords

latent variablesmarginal likelihoodspatial count dataannealed importance samplinglinked importance samplingpower posterior method

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15)

Related Items (1)

Bayesian modelling of compositional heterogeneity in molecular phylogenetics

Uses Software

• R
• mvtnorm
• Cubature
• tsbridge
• QSIMVN

Cites Work

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• Marginal Likelihood from the Gibbs Output
• Marginal Likelihood Estimation via Power Posteriors
• Analysis of multivariate probit models
• Marginal Likelihood From the Metropolis–Hastings Output
• Statistical Methods for Eliciting Probability Distributions
• Simulating normalizing constants: From importance sampling to bridge sampling to path sampling

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