Likelihood level adapted estimation of marginal likelihood for Bayesian model selection
From MaRDI portal
Cites work
- scientific article; zbMATH DE number 1666084 (Why is no real title available?)
- scientific article; zbMATH DE number 3984294 (Why is no real title available?)
- scientific article; zbMATH DE number 509150 (Why is no real title available?)
- A Bayesian approach to selecting hyperelastic constitutive models of soft tissue
- A Bayesian framework for adaptive selection, calibration, and validation of coarse-grained models of atomistic systems
- A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code
- A computational framework for Bayesian inference in plasticity models characterisation
- A computational inverse method for identification of non-Gaussian random fields using the Bayesian approach in very high dimension
- A solution to the static frame validation challenge problem using Bayesian model selection
- Adaptive selection and validation of models of complex systems in the presence of uncertainty
- An introduction to MCMC for machine learning
- Approximate Bayesian computation by subset simulation
- Bayes Factors
- Bayesian Updating and Model Class Selection for Hysteretic Structural Models Using Stochastic Simulation
- Bayesian estimates of parameter variability in the \(k-\varepsilon\) turbulence model
- Bayesian model selection for nonlinear aeroelastic systems using wind-tunnel data
- Bayesian model selection using automatic relevance determination for nonlinear dynamical systems
- Bayesian updating and model class selection with subset simulation
- Efficient Monte Carlo simulation via the generalized splitting method
- Efficient Sequential Monte-Carlo Samplers for Bayesian Inference
- Estimating the dimension of a model
- Genealogical particle analysis of rare events
- General state space Markov chains and MCMC algorithms
- Improved marginal likelihood estimation via power posteriors and importance sampling
- Least angle regression. (With discussion)
- Marginal Likelihood Computation for Model Selection and Hypothesis Testing: An Extensive Review
- Marginal Likelihood Estimation via Power Posteriors
- Marginal Likelihood From the Metropolis–Hastings Output
- Markov Chain Importance Sampling—A Highly Efficient Estimator for MCMC
- Markov chains for exploring posterior distributions. (With discussion)
- Minimum description length revisited
- Model Selection and Multimodel Inference
- Model selection by MCMC computation.
- Nested sampling for general Bayesian computation
- On the stability of sequential Monte Carlo methods in high dimensions
- Predictive RANS simulations via Bayesian model-scenario averaging
- Probability Theory
- Properties of nested sampling
- Riemann manifold Langevin and Hamiltonian Monte Carlo methods. With discussion and authors' reply
- Sequential Monte Carlo for rare event estimation
- Simulation.
- Solving PDEs in Python. The FEniCS tutorial I
- Spectral likelihood expansions for Bayesian inference
- The Deviance Information Criterion: 12 Years on
- The Focused Information Criterion
- Toward selecting optimal predictive multiscale models
This page was built for publication: Likelihood level adapted estimation of marginal likelihood for Bayesian model selection
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6915654)