Computing marginal likelihoods via the Fourier integral theorem and pointwise estimation of posterior densities

DOI10.1007/S11222-022-10131-0zbMATH Open1495.62014OpenAlexW4292061351WikidataQ113900505 ScholiaQ113900505MaRDI QIDQ2172117FDOQ2172117

Authors: Frank Rotiroti, Stephen G. Walker 

Publication date: 15 September 2022

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-022-10131-0

Recommendations

• Computing Marginal Likelihoods via Posterior Sampling
• Estimating marginal likelihoods from the posterior draws through a geometric identity
• Estimation of posterior density functions from a posterior sample.
• On the use of marginal posteriors in marginal likelihood estimation via importance sampling
• Marginal Likelihood from the Gibbs Output

zbMATH Keywords

normalizing constantmultivariate density estimationposterior density functionFourier integral theorem

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Numerical analysis or methods applied to Markov chains (65C40)

Cites Work

• Algorithm AS 176: Kernel Density Estimation Using the Fast Fourier Transform
• Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
• Estimating marginal likelihoods for mixture and Markov switching models using bridge sampling techniques*
• Title not available (Why is that?)
• On the use of marginal posteriors in marginal likelihood estimation via importance sampling
• Estimating the marginal likelihood using the arithmetic mean identity
• Model uncertainty
• Marginal Likelihood from the Gibbs Output
• Title not available (Why is that?)
• Title not available (Why is that?)
• Analysis of multivariate probit models
• On Bayesian model and variable selection using MCMC
• Marginal Likelihood From the Metropolis–Hastings Output
• Title not available (Why is that?)
• Simulating normalizing constants: From importance sampling to bridge sampling to path sampling
• On Monte Carlo methods for estimating ratios of normalizing constants
• Computing the Bayes factor from a Markov chain Monte Carlo simulation of the posterior distribution
• Marginal Likelihood Estimation via Power Posteriors
• Nested sampling for general Bayesian computation
• Estimating Bayes Factors via Posterior Simulation With the Laplace-Metropolis Estimator
• Computing marginal likelihoods from a single MCMC output
• Markov chain importance sampling with applications to rare event probability estimation
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Marginal Likelihood Estimation with the Cross-Entropy Method

Cited In (2)

• Inflated density ratio and its variation and generalization for computing marginal likelihoods
• Computing Marginal Likelihoods via Posterior Sampling

Uses Software

• KernSmooth
• tsbridge
• bridgesampling
• AS 176

This page was built for publication: Computing marginal likelihoods via the Fourier integral theorem and pointwise estimation of posterior densities

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2172117)