Bayesian model comparison with un-normalised likelihoods

DOI10.1007/s11222-016-9629-2zbMath1505.62139arXiv1504.00298OpenAlexW2951211347MaRDI QIDQ518247

Melina Evdemon-Hogan, Richard G. Everitt, Ellen Rowing, Adam M. Johansen

Publication date: 28 March 2017

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

Full work available at URL: https://arxiv.org/abs/1504.00298

zbMATH Keywords

importance samplingpartition functionmarginal likelihoodMarkov random fieldsequential Monte CarloBayes' factorsapproximate Bayesian computation

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Monte Carlo methods (65C05)

Related Items (10)

Delayed Acceptance ABC-SMC ⋮ Efficient importance sampling in low dimensions using affine arithmetic ⋮ Variational Bayes with synthetic likelihood ⋮ Bayesian Monte Carlo testing with one-dimensional measures of evidence ⋮ Perturbation bounds for Monte Carlo within metropolis via restricted approximations ⋮ Bayesian Synthetic Likelihood ⋮ An extended empirical saddlepoint approximation for intractable likelihoods ⋮ Model comparison for Gibbs random fields using noisy reversible jump Markov chain Monte Carlo ⋮ Sequential Monte Carlo with transformations ⋮ Bayesian Model Selection for Exponential Random Graph Models via Adjusted Pseudolikelihoods

Uses Software

• tsbridge

Cites Work

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