Estimating the evidence -- a review
type: Item
instance of: scholarly article
title: Estimating the evidence -- a review
author: Nial Friel
author: Jason Wyse
published in: Statistica Neerlandica
publication date: 2024-12-03T00:00:00Z
Mathematics Subject Classification ID: 62Fxx
Mathematics Subject Classification ID: 65Cxx
Mathematics Subject Classification ID: 62Mxx
zbMATH DE Number: 7952918
zbMATH Keywords: evidence
zbMATH Keywords: marginal likelihood
zbMATH Keywords: Markov chain Monte Carlo
zbMATH Keywords: harmonic mean estimator
zbMATH Keywords: power posteriors
zbMATH Keywords: annealed importance sampling
zbMATH Keywords: nested sampling
MaRDI profile type: Publication
cites work: Tuning tempered transitions
cites work: Q4293547
cites work: Estimating Bayes factors via thermodynamic integration and population MCMC
cites work: Marginal Likelihood from the Gibbs Output
cites work: Marginal Likelihood From the Metropolis–Hastings Output
cites work: Properties of nested sampling
cites work: Sequential Monte Carlo Samplers
cites work: Marginal Likelihood Estimation via Power Posteriors
cites work: Sampling-Based Approaches to Calculating Marginal Densities
cites work: Simulating normalizing constants: From importance sampling to bridge sampling to path sampling
cites work: Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
cites work: Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
cites work: Bayesian model averaging: A tutorial. (with comments and a rejoinder).
cites work: Q5726065
cites work: Bayes Factors
cites work: Slice sampling. (With discussions and rejoinder)
cites work: Q4280410
cites work: Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations (with discussion)
cites work: Nested sampling for general Bayesian computation
cites work: Accurate Approximations for Posterior Moments and Marginal Densities
cites work: Q3260921
cites work: Approximate simulation-free Bayesian inference for multiple changepoint models with dependence within segments
DOI: 10.1111/J.1467-9574.2011.00515.X
description: scientific article; zbMATH DE number 7952918