Monte Carlo Approximation of Bayes Factors via Mixing With Surrogate Distributions

DOI10.1080/01621459.2020.1811100MaRDI QIDQ5885102zbMATH OpenOpenAlexFDO

Authors Chenguang Dai, Jun S. Liu

Publication date 27 March 2023

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

Full work available at URL https://arxiv.org/abs/1909.05922

zbMATH Keywords

marginal likelihoodmixture distributionmultiple-try Metropolisreversible jump MCMCWang-Landau algorithm

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Monte Carlo methods (65C05)

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Cited in

(1)

• Convergence rate of multiple-try Metropolis independent sampler

Describes a project that uses

Uses Software

• rstan
• bridgesampling
• RStan
• tsbridge

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