Thermodynamic Bayesian model comparison

DOI10.1007/s11222-016-9678-6zbMath1505.62411OpenAlexW2468094866MaRDI QIDQ2361465

Ioannis Ntzoufras, Silia Vitoratou

Publication date: 30 June 2017

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://kclpure.kcl.ac.uk/portal/en/publications/thermodynamic-bayesian-model-comparison(b84d2812-dc19-4cbb-a615-481d17510fc3).html

zbMATH Keywords

path samplingthermodynamic integrationBayes factormarginal likelihoodChernoff

Mathematics Subject Classification ID

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

Related Items

Investigation of the widely applicable Bayesian information criterion, Bayesian variable selection in non-homogeneous hidden Markov models through an evolutionary Monte Carlo method

Uses Software

• tsbridge

Cites Work

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