An adaptive scheduling scheme for calculating Bayes factors with thermodynamic integration using Simpson's rule

DOI10.1007/S11222-015-9550-0zbMATH Open1505.62196DBLPjournals/sac/HugSHMT16OpenAlexW2004607078WikidataQ59682305 ScholiaQ59682305MaRDI QIDQ294241FDOQ294241

Authors: Sabine Hug, Michael Schwarzfischer, J. Hasenauer, Carsten Marr, Fabian J. Theis 

Publication date: 10 June 2016

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

Full work available at URL: https://doi.org/10.1007/s11222-015-9550-0

Recommendations

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zbMATH Keywords

Bayes factormarginal likelihoodthermodynamic integrationpower posteriorSimpson's rule

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15)

Cites Work

• An adaptive Metropolis algorithm
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• Bayes Factors
• A tutorial on Bayes factor estimation with the product space method
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• Marginal Likelihood From the Metropolis–Hastings Output
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• Simulating normalizing constants: From importance sampling to bridge sampling to path sampling
• Marginal Likelihood Estimation via Power Posteriors
• Nested sampling for general Bayesian computation
• Estimating Bayes factors via thermodynamic integration and population MCMC
• Improving power posterior estimation of statistical evidence
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• High-dimensional Bayesian parameter estimation: case study for a model of JAK2/STAT5 signaling
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• Estimating Bayes Factors via Posterior Simulation With the Laplace-Metropolis Estimator
• Notes on the Adaptive Simpson Quadrature Routine

Cited In (8)

• Dynamic nested sampling: an improved algorithm for parameter estimation and evidence calculation
• Thermodynamic integration and steppingstone sampling methods for estimating Bayes factors: a tutorial
• Targeting Bayes factors with direct-path non-equilibrium thermodynamic integration
• Thermodynamic Bayesian model comparison
• Estimating Bayes factors via thermodynamic integration and population MCMC
• Probabilistic integration: a role in statistical computation?
• Bayesian variable selection in non-homogeneous hidden Markov models through an evolutionary Monte Carlo method
• Investigation of the widely applicable Bayesian information criterion

Uses Software

• tsbridge
• PottersWheel

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