Marginal Likelihood Estimation via Power Posteriors
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Cites work
- A Reference Bayesian Test for Nested Hypotheses and its Relationship to the Schwarz Criterion
- Bayesian analysis of mixture models with an unknown number of components\,--\,an alternative to reversible jump methods.
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- Bayesian Texture Segmentation of Weed and Crop Images Using Reversible Jump Markov Chain Monte Carlo Methods
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- Efficient Construction of Reversible Jump Markov Chain Monte Carlo Proposal Distributions
- Efficient recursions for general factorisable models
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- scientific article; zbMATH DE number 3144053 (Why is no real title available?)
- Marginal Likelihood from the Gibbs Output
- Marginal Likelihood From the Metropolis–Hastings Output
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- On Bayesian model and variable selection using MCMC
- Real-Parameter Evolutionary Monte Carlo With Applications to Bayesian Mixture Models
- Simulating normalizing constants: From importance sampling to bridge sampling to path sampling
- Statistics for Microarrays
- Transdimensional Markov Chains
Cited in
(only showing first 100 items - show all)- Towards Bayesian experimental design for nonlinear models that require a large number of sampling times
- Computation of marginal likelihoods with data-dependent support for latent variables
- Modelling species abundance in a river by negative binomial hidden Markov models
- Classification of molecular sequence data using Bayesian phylogenetic mixture models
- On the use of marginal posteriors in marginal likelihood estimation via importance sampling
- A new Monte Carlo method for estimating marginal likelihoods
- A comparison of truncated and time-weighted Plackett-Luce models for probabilistic forecasting of Formula One results
- Efficient model comparison techniques for models requiring large scale data augmentation
- Power-expected-posterior priors for generalized linear models
- Fast computation of the deviance information criterion for latent variable models
- Model selection for time series of count data
- Approximate Bayesian inference in semi-mechanistic models
- Bayesian fractional posteriors
- Approximate inference of the bandwidth in multivariate kernel density estimation
- Likelihood-based inference for power distributions
- Variations of power-expected-posterior priors in normal regression models
- Bayesian variable selection in non-homogeneous hidden Markov models through an evolutionary Monte Carlo method
- Anytime parallel tempering
- Optimal Bayesian design for model discrimination via classification
- Analysis of the fluctuations of the tumour/host interface
- Posterior-based Wald-type statistics for hypothesis testing
- Challenges in Markov chain Monte Carlo for Bayesian neural networks
- Computing marginal likelihoods via the Fourier integral theorem and pointwise estimation of posterior densities
- A comparison of Monte Carlo methods for computing marginal likelihoods of item response theory models
- New estimation approaches for the hierarchical linear ballistic accumulator model
- Observational nonidentifiability, generalized likelihood and free energy
- Normalized power prior Bayesian analysis
- Bayesian model selection using automatic relevance determination for nonlinear dynamical systems
- Bayes factors for partially observed stochastic epidemic models
- Probabilistic integration: a role in statistical computation?
- Model selection via marginal likelihood estimation by combining thermodynamic integration and gradient matching
- Thermodynamic integration and steppingstone sampling methods for estimating Bayes factors: a tutorial
- Targeting Bayes factors with direct-path non-equilibrium thermodynamic integration
- Sequential Monte Carlo for Bayesian sequentially designed experiments for discrete data
- Investigation of the widely applicable Bayesian information criterion
- Thermodynamic Bayesian model comparison
- High-dimensional Bayesian parameter estimation: case study for a model of JAK2/STAT5 signaling
- A path sampling identity for computing the Kullback-Leibler and J divergences
- Recursive pathways to marginal likelihood estimation with prior-sensitivity analysis
- Bayes model selection with path sampling: factor models and other examples
- A case study of the widely applicable Bayesian information criterion and its optimality
- Explaining the behavior of joint and marginal Monte Carlo estimators in latent variable models with independence assumptions
- Improved marginal likelihood estimation via power posteriors and importance sampling
- An adaptive scheduling scheme for calculating Bayes factors with thermodynamic integration using Simpson's rule
- Bayesian Model Selection for Exponential Random Graph Models via Adjusted Pseudolikelihoods
- Partition Weighted Approach For Estimating the Marginal Posterior Density With Applications
- Model choice problems using approximate Bayesian computation with applications to pathogen transmission data sets
- Computational tools for comparing asymmetric GARCH models via Bayes factors
- Langevin diffusion for population based sampling with an application in Bayesian inference for pharmacodynamics
- Bayesian modelling of compositional heterogeneity in molecular phylogenetics
- Automatic estimation of flux distributions of astrophysical source populations
- Probabilistic parameter estimation in a 2-step chemical kinetics model for n-dodecane jet autoignition
- Marginal Likelihood Estimation with the Cross-Entropy Method
- Online Bayesian learning for mixtures of spatial spline regressions with mixed effects
- Bayesian Imaging with Data-Driven Priors Encoded by Neural Networks
- Testing hypotheses about medical test accuracy: considerations for design and inference
- Discrete power distributions and inference using likelihood
- Importance sampling schemes for evidence approximation in mixture models
- Marginal likelihood estimation from the Metropolis output: tips and tricks for efficient implementation in generalized linear latent variable models
- Bayesian experimental design for models with intractable likelihoods
- Computing Marginal Likelihoods via Posterior Sampling
- Alive SMC\(^{2}\): Bayesian model selection for low-count time series models with intractable likelihoods
- Marginal Likelihood Computation for Model Selection and Hypothesis Testing: An Extensive Review
- Prior‐free Bayes Factors Based on Data Splitting
- Multivariate Conway-Maxwell-Poisson Distribution: Sarmanov Method and Doubly Intractable Bayesian Inference
- A Study on the Power Parameter in Power Prior Bayesian Analysis
- Black Box Variational Bayesian Model Averaging
- A Continuation Method in Bayesian Inference
- Target-aware Bayesian inference via generalized thermodynamic integration
- Adaptive tuning of Hamiltonian Monte Carlo within sequential Monte Carlo
- On efficient posterior inference in normalized power prior Bayesian analysis
- Bayesian prior modeling in vector autoregressions via the Yule-Walker equations
- An evolutionary Monte Carlo method for the analysis of turbidity high-frequency time series through Markov switching autoregressive models
- Modified power prior with multiple historical trials for binary endpoints
- Assessing the ability of adaptive designs to capture trends in hard coral cover
- On the normalized power prior
- Bayesian approaches to variable selection: a comparative study from practical perspectives
- Estimating the evidence -- a review
- Post-processing for Bayesian analysis of reduced rank regression models with orthonormality restrictions
- Regularized zero-variance control variates
- Bayes factors for longitudinal model assessment via power posteriors
- A general framework for cutting feedback within modularized Bayesian inference
- Likelihood level adapted estimation of marginal likelihood for Bayesian model selection
- Bayesian parameter inference for dynamic infectious disease modelling: rotavirus in Germany
- Approximate Bayesian computational methods
- Concentration of a sparse Bayesian model with horseshoe prior in estimating high-dimensional precision matrix
- Concentration properties of fractional posterior in 1-bit matrix completion
- Adaptive posterior distributions for uncertainty analysis of covariance matrices in Bayesian inversion problems for multioutput signals
- Generalized geographically weighted regression model within a modularized Bayesian framework
- Model weights for model choice and averaging
- Analysing symbolic data by pseudo-marginal methods
- A Bayesian Nonparametric Stochastic Block Model for Directed Acyclic Graphs
- \(\Pi\)4U: a high performance computing framework for Bayesian uncertainty quantification of complex models
- Natural variational annealing for multimodal optimization
- Bayesian inference for the extreme value index
- Mitigating mode collapse in normalizing flows by annealing with an adaptive schedule: application to parameter estimation
- Tuning tempered transitions
- Smooth functional tempering for nonlinear differential equation models
- Improving power posterior estimation of statistical evidence
- Bayesian inference for differential equations
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