Marginal Likelihood from the Gibbs Output

DOI10.2307/2291521MaRDI QIDQ3128747zbMATH OpenOpenAlexFDO

Authors Siddhartha Chib

Publication date 19 August 1997

Full work available at URL https://doi.org/10.2307/2291521

zbMATH Keywords

Markov chain Monte Carlodata augmentationlinear regressionfinite mixture modelsGibbs samplingBayes factorsBayes estimationmultivariate density estimationprobit regressionmarginal densityposterior densitystandard errorMarkov mixture modelestimation of normalizing constantreduced conditional density

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15)

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