Bayes model selection with path sampling: factor models and other examples

DOI10.1214/12-STS403zbMath1332.62089arXiv1008.4373OpenAlexW1973481715MaRDI QIDQ254343

Ritabrata Dutta, Jayanta K. Ghosh

Publication date: 8 March 2016

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1008.4373

zbMATH Keywords

path samplingLaplace approximationBayes model selectioncovariance models

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05)

Related Items

A Mode-Jumping Algorithm for Bayesian Factor Analysis, Normalizing constants of log-concave densities

Uses Software

• BayesDA
• tsbridge

Cites Work

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