On the use of marginal posteriors in marginal likelihood estimation via importance sampling (Q1623576): Difference between revisions

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+A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood
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+Markov chain importance sampling with applications to rare event probability estimation
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+Computational and Inferential Difficulties with Mixture Posterior Distributions
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+Importance-Weighted Marginal Bayesian Posterior Density Estimation
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+Computing marginal likelihoods from a single MCMC output
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+Marginal Likelihood from the Gibbs Output
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+Posterior simulation and Bayes factors in panel count data models
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+Marginal Likelihood From the Metropolis–Hastings Output
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+On Bayesian model and variable selection using MCMC
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+Sequential Monte Carlo Samplers
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+Benchmark priors for Bayesian model averaging.
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+Marginal Likelihood Estimation via Power Posteriors
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+Markov chain Monte Carlo Estimation of Classical and Dynamic Switching and Mixture Models
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+Estimating marginal likelihoods for mixture and Markov switching models using bridge sampling techniques*
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+Sampling-Based Approaches to Calculating Marginal Densities
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+Inference from iterative simulation using multiple sequences
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+Bayes Factors
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+Estimating Bayes Factors via Posterior Simulation With the Laplace-Metropolis Estimator
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+Bayesian Assessment of the Distribution of Insurance Claim Counts Using Reversible Jump MCMC
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+Estimation of posterior density functions from a posterior sample.
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+Explaining the behavior of joint and marginal Monte Carlo estimators in latent variable models with independence assumptions
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+Computing the Bayes factor from a Markov chain Monte Carlo simulation of the posterior distribution
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