Computing marginal likelihoods from a single MCMC output

DOI10.1111/J.1467-9574.2005.00276.XMaRDI QIDQ5313471zbMATH OpenOpenAlexFDO

Authors Ming-Hui Chen

Publication date 1 September 2005

Published in Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-9574.2005.00276.x

zbMATH Keywords

latent variable modelsBayes factorprostate cancerestimation of normalizing constantcure rate survival modelordinal regression modelprobit regression models

Mathematics Subject Classification ID

Bayesian inference (62F15) Estimation in survival analysis and censored data (62N02) Numerical analysis or methods applied to Markov chains (65C40)

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Cites work

• A new joint model for longitudinal and survival data with a cure fraction
• Bayesian Cure Rate Models for Malignant Melanoma: A Case-Study of Eastern Cooperative Oncology Group Trial E1690
• Marginal Likelihood From the Metropolis–Hastings Output
• Monte Carlo methods in Bayesian computation
• On Monte Carlo methods for estimating ratios of normalizing constants
• Simulating normalizing constants: From importance sampling to bridge sampling to path sampling

Cited in

(22)

• Bayesian Estimation for Bivariate Gamma Processes with Copula
• A comparison of marginal likelihood computation methods
• A new Monte Carlo method for estimating marginal likelihoods
• Efficient model comparison techniques for models requiring large scale data augmentation
• Bayesian hierarchical robust factor analysis models for partially observed sample-selection data
• A comparison of Monte Carlo methods for computing marginal likelihoods of item response theory models
• 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
• Computational tools for comparing asymmetric GARCH models via Bayes factors
• Computing Marginal Likelihoods via Posterior Sampling
• Marginal Likelihood from the Gibbs Output
• Computation of marginal likelihoods with data-dependent support for latent variables
• Computing the Bayes factor from a Markov chain Monte Carlo simulation of the posterior distribution
• The use of Bayes factors to compare interest rate term structure models
• Marginal Likelihood From the Metropolis–Hastings Output
• On the use of marginal posteriors in marginal likelihood estimation via importance sampling
• Computing marginal likelihoods via the Fourier integral theorem and pointwise estimation of posterior densities
• Inflated density ratio and its variation and generalization for computing marginal likelihoods
• A review of Markov chain Monte Carlo and information theory tools for inverse problems in subsurface flow
• Marginal likelihood estimation from the Metropolis output: tips and tricks for efficient implementation in generalized linear latent variable models
• Non-iterative sampling-based Bayesian methods for identifying changepoints in the sequence of cases of haemolytic uraemic syndrome
• Partition Weighted Approach For Estimating the Marginal Posterior Density With Applications

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