Estimating the evidence -- a review

DOI10.1111/j.1467-9574.2011.00515.xMaRDI QIDQ6647315

Nial Friel, Jason Wyse

Publication date: 3 December 2024

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

zbMATH Keywords

evidenceMarkov chain Monte Carlomarginal likelihoodnested samplingpower posteriorsannealed importance samplingharmonic mean estimator

Mathematics Subject Classification ID

Parametric inference (62Fxx) Inference from stochastic processes (62Mxx) Probabilistic methods, stochastic differential equations (65Cxx)

Cites Work

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• Tuning tempered transitions
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• Sampling-Based Approaches to Calculating Marginal Densities
• Marginal Likelihood Estimation via Power Posteriors
• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
• Accurate Approximations for Posterior Moments and Marginal Densities
• Marginal Likelihood From the Metropolis–Hastings Output
• Bayes Factors
• Simulating normalizing constants: From importance sampling to bridge sampling to path sampling
• Nested sampling for general Bayesian computation

Related Items (3)

Bayesian Model Choice for Directional Data ⋮ A Bayesian change point modeling approach to identify local temperature changes related to urbanization ⋮ Bayesian Spline-Based Hidden Markov Models with Applications to Actimetry Data and Sleep Analysis

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