A case study of the widely applicable Bayesian information criterion and its optimality

DOI10.1007/s11222-014-9463-3zbMath1332.62099OpenAlexW1977810690MaRDI QIDQ261023

Tommi Mononen

Publication date: 22 March 2016

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

Full work available at URL: https://doi.org/10.1007/s11222-014-9463-3

zbMATH Keywords

thermodynamic integrationGaussian process regressionlog marginal likelihoodWBIC

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Bayesian inference (62F15)

Related Items

Investigation of the widely applicable Bayesian information criterion ⋮ Thermodynamic Bayesian model comparison ⋮ Unnamed Item

Uses Software

• GPstuff

Cites Work

• A comparative evaluation of stochastic-based inference methods for Gaussian process models
• Improving power posterior estimation of statistical evidence
• Estimating Bayes factors via thermodynamic integration and population MCMC
• Approximate Bayesian Inference for Latent Gaussian models by using Integrated Nested Laplace Approximations
• Algebraic Geometry and Statistical Learning Theory
• Marginal Likelihood Estimation via Power Posteriors
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