Inflated density ratio and its variation and generalization for computing marginal likelihoods

DOI10.1007/S42952-019-00013-ZMaRDI QIDQ2131900zbMATH OpenOpenAlexWikidataFDO

Authors Ming-Hui Chen, Wei Shi, Yubo Wang, Paul O. Lewis, Lynn Kuo

Publication date 27 April 2022

Published in Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7560979

zbMATH Keywords

CMDEconditional posterior densityconstrained parameter spaceIWMDEmarginal posterior density

Mathematics Subject Classification ID

Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05)

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Cites work

• A geometric approach to transdimensional markov chain monte carlo
• A new Monte Carlo method for estimating marginal likelihoods
• Bayesian evaluation of informative hypotheses
• Computing marginal likelihoods from a single MCMC output
• scientific article; zbMATH DE number 509150 (Why is no real title available?)
• scientific article; zbMATH DE number 7084629 (Why is no real title available?)
• Importance-Weighted Marginal Bayesian Posterior Density Estimation
• Marginal Likelihood from the Gibbs Output
• Marginal Likelihood From the Metropolis–Hastings Output
• Partition Weighted Approach For Estimating the Marginal Posterior Density With Applications
• Simulating normalizing constants: From importance sampling to bridge sampling to path sampling

Cited in

(1)

• A comparison of Monte Carlo based marginal likelihood estimators

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