Publication:4715947
From MaRDI portal
zbMath0857.62017MaRDI QIDQ4715947
Publication date: 11 December 1996
bridge sampling; Hellinger distance; importance sampling; Markov chain Monte Carlo; likelihood ratio; Bayes factor; example; posterior odds; simulation error; iterative simulation; ratio of normalizing constants; free-energy difference
65C99: Probabilistic methods, stochastic differential equations
62E99: Statistical distribution theory
Related Items
Bayesian variable selection for proportional hazards models, Hierarchical Bayes Estimation of Hunting Success Rates with Spatial Correlations, Corbelled Domes in Two and Three Dimensions: The Treasury of Atreus, Simulating normalizing constants: From importance sampling to bridge sampling to path sampling, A Monte Carlo Newton-Raphson procedure for maximizing complex likelihoods on pedigree data., From unit root to Stein's estimator to Fisher's \(k\) statistics: If you have a moment, I can tell you more, A comparison of Bayesian model selection based on MCMC with an application to GARCH-type models, Maximum likelihood estimation and model comparison of nonlinear structural equation models with continuous and polytomous variables, Efficient MCMC estimation of discrete distributions, Bayes factors and hierarchical models, On Monte Carlo methods for estimating ratios of normalizing constants, A Bayesian prediction using the skew Gaussian distribution., Importance sampling for families of distributions, Model uncertainty, Computational advances for and from Bayesian analysis, Bayesian goodness-of-fit testing using infinite-dimensional exponential families, On the calibration of Bayesian model choice criteria, Maximum Likelihood Analysis of a General Latent Variable Model with Hierarchically Mixed Data