Estimating Bayes factors via thermodynamic integration and population MCMC

DOI10.1016/J.CSDA.2009.07.025zbMath1453.62055OpenAlexW2092872761MaRDI QIDQ961894

Ben Calderhead, Mark A. Girolami

Publication date: 1 April 2010

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: http://eprints.gla.ac.uk/34589/1/34589.pdf

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Numerical analysis or methods applied to Markov chains (65C40)

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Uses Software

• BioBayes

Cites Work

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• Comparison of methodologies to assess the convergence of Markov chain Monte Carlo methods
• Bayesian inference for nonlinear multivariate diffusion models observed with error
• Population Markov chain Monte Carlo
• Inference from iterative simulation using multiple sequences
• Modelling genetic networks with noisy and varied experimental data: the circadian clock in \textit{Arabidopsis thaliana}
• Sequential Monte Carlo Samplers
• Marginal Likelihood Estimation via Power Posteriors
• Bayes factors for nonlinear hypotheses and likelihood distributions
• Real-Parameter Evolutionary Monte Carlo With Applications to Bayesian Mixture Models
• Bayes Factors
• Simulating normalizing constants: From importance sampling to bridge sampling to path sampling

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