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

DOI10.1007/S11222-022-10131-0MaRDI QIDQ2172117zbMATH OpenOpenAlexWikidataFDO

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

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)

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• Marginal Likelihood Estimation with the Cross-Entropy Method
• Marginal Likelihood From the Metropolis–Hastings Output
• Marginal Likelihood from the Gibbs Output
• Markov chain importance sampling with applications to rare event probability estimation
• Model uncertainty
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Cited in

(2)

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

Describes a project that uses

Uses Software

• AS 176
• bridgesampling
• tsbridge
• KernSmooth

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