Marginal Likelihood From the Metropolis–Hastings Output

DOI10.1198/016214501750332848zbMath1015.62020OpenAlexW2008205728MaRDI QIDQ4808069

Ivan Jeliazkov, Siddhartha Chib

Publication date: 6 August 2003

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1198/016214501750332848

zbMATH Keywords

Bayes factorsMetropolis-Hastings algorithmcorrelated binary datamultivariate density estimationlocal reversibilityclustered count datalocal invarianceBayesian model comparisonsreduced conditional densities

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15)

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