A comparison of marginal likelihood computation methods

DOI10.1007/978-3-642-57489-4_11MaRDI QIDQ3298656zbMATH OpenOpenAlexFDO

Authors Charles S. Bos

Publication date 15 July 2020

Published in Compstat (Search for Journal in Brave)

Full work available at URL https://papers.tinbergen.nl/02084.pdf

zbMATH Keywords

Bayesian analysismarginal likelihood

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 469327 (Why is no real title available?)
• scientific article; zbMATH DE number 509150 (Why is no real title available?)
• scientific article; zbMATH DE number 3221750 (Why is no real title available?)
• Bayes Factors
• Equation of state calculations by fast computing machines
• Marginal Likelihood from the Gibbs Output
• Sampling-Based Approaches to Calculating Marginal Densities

Cited in

(21)

• Marginal Likelihood Computation for Model Selection and Hypothesis Testing: An Extensive Review
• Marginal likelihood calculation for the Gelfand-Dey and Chib methods
• The effect of prior probabilities on quantification and propagation of imprecise probabilities resulting from small datasets
• Efficient model comparison techniques for models requiring large scale data augmentation
• On the marginal likelihood and cross-validation
• Marginal Likelihood Estimation with the Cross-Entropy Method
• Discussion on ``A comparison of Monte Carlo methods for computing marginal likelihoods of item response theory models
• Rejoinder: A comparison of Monte Carlo methods for computing marginal likelihoods of item response theory models
• On the safe use of prior densities for Bayesian model selection
• Efficient computation for Bayesian comparison of two proportions
• Computing Marginal Likelihoods via Posterior Sampling
• Computation of marginal likelihoods with data-dependent support for latent variables
• scientific article; zbMATH DE number 5526488 (Why is no real title available?)
• Inequalities between expected marginal log-likelihoods, with implications for likelihood-based model complexity and comparison measures
• Integrated likelihood computation methods
• Computing marginal likelihoods from a single MCMC output
• Bayesian comparison of latent variable models: conditional versus marginal likelihoods
• A Bayesian analysis of beta testing
• A Bayes Factor for Replications of ANOVA Results
• Bayesian-Frequentist Hybrid Inference in Applications with Small Sample Sizes
• Model-robust Bayesian design through generalised additive models for monitoring submerged shoals

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