Computing Marginal Likelihoods via Posterior Sampling

DOI10.1080/03610918.2012.707721zbMath1291.62072OpenAlexW1974226012MaRDI QIDQ5415865

Stephen G. Walker

Publication date: 19 May 2014

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2012.707721

zbMATH Keywords

marginal likelihoodlatent variableMCMCposterior sampling

Mathematics Subject Classification ID

Bayesian inference (62F15) Numerical analysis or methods applied to Markov chains (65C40)

Cites Work

• Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
• Computing the Bayes factor from a Markov chain Monte Carlo simulation of the posterior distribution

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