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

DOI10.1007/S11222-015-9550-0MaRDI QIDQ294241zbMATHOpenAlexDBLPWikidataFDO

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

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)

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

Cited in

(8)

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

Describes a project that uses

Uses Software

• tsbridge
• PottersWheel

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