Efficient Bayes factor estimation from the reversible jump output

DOI10.1093/biomet/93.1.41zbMath1152.62320OpenAlexW2063315413MaRDI QIDQ5503373

Francesco Bartolucci, Luisa Scaccia, Antonietta Mira

Publication date: 15 January 2009

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11393/37460

zbMATH Keywords

bridge samplingMarkov chain Monte Carlomarginal likelihoodBayesian model choicereversible jump

Mathematics Subject Classification ID

Bayesian inference (62F15) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

Related Items (12)

A generalized multiple-try version of the reversible jump algorithm ⋮ Monte Carlo Markov chains constrained on graphs for a target with disconnected support ⋮ Nonparametric particle filtering approaches for identification and inference in nonlinear state-space dynamic systems ⋮ Reflections on Murray Aitkin's contributions to nonparametric mixture models and Bayes factors ⋮ Distributed computation for marginal likelihood based model choice ⋮ Properties of the bridge sampler with a focus on splitting the MCMC sample ⋮ Bayesian Multimodel Inference by RJMCMC: A Gibbs Sampling Approach ⋮ New approaches to compute Bayes factor in finite mixture models ⋮ Approximate Bayesian computational methods ⋮ Bayes factor estimation for nonlinear dynamic state space models ⋮ Reversible jump methods for generalised linear models and generalised linear mixed models ⋮ Marginal Likelihood Estimation via Power Posteriors

Uses Software

• tsbridge

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