Thermodynamic Bayesian model comparison
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Publication:2361465
Recommendations
- Targeting Bayes factors with direct-path non-equilibrium thermodynamic integration
- Estimating Bayes factors via thermodynamic integration and population MCMC
- Thermodynamic integration and steppingstone sampling methods for estimating Bayes factors: a tutorial
- Simulating normalizing constants: From importance sampling to bridge sampling to path sampling
- Recursive pathways to marginal likelihood estimation with prior-sensitivity analysis
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- A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
- A Monte Carlo method for high dimensional integration
- A case study of the widely applicable Bayesian information criterion and its optimality
- A path sampling identity for computing the Kullback-Leibler and J divergences
- A widely applicable Bayesian information criterion
- An adaptive scheduling scheme for calculating Bayes factors with thermodynamic integration using Simpson's rule
- An invariant form for the prior probability in estimation problems
- Annealing Markov Chain Monte Carlo with Applications to Ancestral Inference
- Batch Size Effects in the Analysis of Simulation Output
- Bayes Factors
- Bayesian Measures of Model Complexity and Fit
- Bayesian variable and link determination for generalised linear models
- Bayesian variable selection using cost-adjusted BIC, with application to cost-effective measurement of quality of health care
- Bhattacharyya distance based linear discriminant function for stationary time series
- Discrimination and Clustering for Multivariate Time Series
- Estimating Bayes Factors via Posterior Simulation With the Laplace-Metropolis Estimator
- Estimating Bayes factors via thermodynamic integration and population MCMC
- Generalized latent trait models
- Improving power posterior estimation of statistical evidence
- Marginal Likelihood Estimation via Power Posteriors
- Marginal Likelihood from the Gibbs Output
- Marginal likelihood estimation from the Metropolis output: tips and tricks for efficient implementation in generalized linear latent variable models
- Markov chain Monte Carlo model determination for hierarchical and graphical log-linear models
- On Bayesian model and variable selection using MCMC
- On Divergences and Informations in Statistics and Information Theory
- On Information and Sufficiency
- On the use of marginal posteriors in marginal likelihood estimation via importance sampling
- Probabilistic distance measures of the Dirichlet and beta distributions
- Real-Parameter Evolutionary Monte Carlo With Applications to Bayesian Mixture Models
- Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
- Rényi Statistics in Directed Families of Exponential Experiments*
- Safe and Effective Importance Sampling
- Sequential Monte Carlo Samplers
- Simulating normalizing constants: From importance sampling to bridge sampling to path sampling
- The Chernoff lower bound for symmetric quantum hypothesis testing
- The generalized maximum Tsallis entropy estimators and applications to the Portland cement dataset
- Tuning tempered transitions
Cited in
(9)- Investigation of the widely applicable Bayesian information criterion
- Gibbs posterior convergence and the thermodynamic formalism
- Targeting Bayes factors with direct-path non-equilibrium thermodynamic integration
- Estimating Bayes factors via thermodynamic integration and population MCMC
- Finding protein thermostability and spin-coupling constant using Bayesian statistics
- A Bayesian analysis of the thermal challenge problem
- A case study of the widely applicable Bayesian information criterion and its optimality
- Bayesian variable selection in non-homogeneous hidden Markov models through an evolutionary Monte Carlo method
- An adaptive scheduling scheme for calculating Bayes factors with thermodynamic integration using Simpson's rule
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