Marginal likelihood estimation from the Metropolis output: tips and tricks for efficient implementation in generalized linear latent variable models
DOI10.1080/00949655.2013.783580zbMATH Open1453.62232OpenAlexW2019913086MaRDI QIDQ5219477FDOQ5219477
Authors: I. Ntzoufras, Irini Moustaki, Vasiliki Silia Vitoratou 
Publication date: 12 March 2020
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2013.783580
Recommendations
- Marginal Likelihood From the Metropolis–Hastings Output
- scientific article; zbMATH DE number 1799346
- On the use of marginal posteriors in marginal likelihood estimation via importance sampling
- Estimating marginal likelihoods from the posterior draws through a geometric identity
- Computing marginal likelihoods from a single MCMC output
Computational methods for problems pertaining to statistics (62-08) Generalized linear models (logistic models) (62J12)
Cites Work
- Latent variable models and factor analysis. A unified approach
- The Calculation of Posterior Distributions by Data Augmentation
- Bayesian variable selection using cost-adjusted BIC, with application to cost-effective measurement of quality of health care
- Marginal Likelihood from the Gibbs Output
- Sampling-Based Approaches to Calculating Marginal Densities
- Title not available (Why is that?)
- Bayes Factors
- Title not available (Why is that?)
- Title not available (Why is that?)
- Bayesian variable and link determination for generalised linear models
- Marginal Likelihood From the Metropolis–Hastings Output
- Title not available (Why is that?)
- Title not available (Why is that?)
- Latent class models for mixed variables with applications in archaeometry
- Marginal Likelihood Estimation via Power Posteriors
- Latent variable models for mixed categorical and survival responses, with an application to fertility preferences and family planning in Bangladesh
- Maximum likelihood estimation of limited and discrete dependent variable models with nested random effects
- Analysis of multivariate social science data
- Inference in Semiparametric Dynamic Models for Binary Longitudinal Data
- Batch Size Effects in the Analysis of Simulation Output
- Estimating Bayes Factors via Posterior Simulation With the Laplace-Metropolis Estimator
- High-dimensional maximum marginal likelihood item factor analysis by adaptive quadrature
- Generalized latent trait models
- Title not available (Why is that?)
- A candidate's formula: A curious result in Bayesian prediction
- Estimation of Generalized Linear Latent Variable Models
Cited In (9)
- On the use of marginal posteriors in marginal likelihood estimation via importance sampling
- Assessment of generalised Bayesian structural equation models for continuous and binary data
- Thermodynamic Bayesian model comparison
- Accept–reject Metropolis–Hastings sampling and marginal likelihood estimation
- Marginal likelihood calculation for the Gelfand-Dey and Chib methods
- Explaining the behavior of joint and marginal Monte Carlo estimators in latent variable models with independence assumptions
- Methods for computing marginal data densities from the Gibbs output
- Marginal Likelihood From the Metropolis–Hastings Output
- Computation of marginal likelihoods with data-dependent support for latent variables
Uses Software
This page was built for publication: Marginal likelihood estimation from the Metropolis output: tips and tricks for efficient implementation in generalized linear latent variable models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5219477)
