Accept–reject Metropolis–Hastings sampling and marginal likelihood estimation

DOI10.1111/j.1467-9574.2005.00277.xzbMath1077.65008OpenAlexW2104022577MaRDI QIDQ5313472

Siddhartha Chib, Ivan Jeliazkov

Publication date: 1 September 2005

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://escholarship.org/uc/item/4cf6s8gj

zbMATH Keywords

Monte CarloBayes factorMarkov chainmodel comparisonlogit modelGaussian regressionlog-\(t\) densitylognormal density

Mathematics Subject Classification ID

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Cites Work

• On Monte Carlo methods for estimating ratios of normalizing constants
• Discrete Choice Methods with Simulation
• Marginal Likelihood and Bayes Factors for Dirichlet Process Mixture Models
• Marginal Likelihood From the Metropolis–Hastings Output
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