An adaptive scheduling scheme for calculating Bayes factors with thermodynamic integration using Simpson's rule

DOI10.1007/s11222-015-9550-0zbMath1505.62196OpenAlexW2004607078WikidataQ59682305 ScholiaQ59682305MaRDI QIDQ294241

Fabian J. Theis, Michael Schwarzfischer, Sabine Hug, Jan Hasenauer, Carsten Marr

Publication date: 10 June 2016

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

Full work available at URL: https://doi.org/10.1007/s11222-015-9550-0

zbMATH Keywords

thermodynamic integrationBayes factormarginal likelihoodpower posteriorSimpson's rule

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 ⋮ Thermodynamic Bayesian model comparison ⋮ Bayesian variable selection in non-homogeneous hidden Markov models through an evolutionary Monte Carlo method ⋮ Probabilistic integration: a role in statistical computation? ⋮ Dynamic nested sampling: an improved algorithm for parameter estimation and evidence calculation ⋮ Thermodynamic integration and steppingstone sampling methods for estimating Bayes factors: a tutorial

Uses Software

• tsbridge
• PottersWheel

Cites Work

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