Marginal Likelihood from the Gibbs Output
From MaRDI portal
Publication:3128747
DOI10.2307/2291521zbMath0868.62027OpenAlexW4253552061MaRDI QIDQ3128747
Publication date: 19 August 1997
Full work available at URL: https://doi.org/10.2307/2291521
Markov chain Monte CarloBayes estimationBayes factorslinear regressionGibbs samplingdata augmentationposterior densitymultivariate density estimationfinite mixture modelsprobit regressionmarginal densitystandard errorMarkov mixture modelestimation of normalizing constantreduced conditional density
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