Accept–reject Metropolis–Hastings sampling and marginal likelihood estimation

DOI10.1111/j.1467-9574.2005.00277.xzbMath1077.65008MaRDI QIDQ5313472

Ivan Jeliazkov, Siddhartha Chib

Publication date: 1 September 2005

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://escholarship.org/uc/item/4cf6s8gj

zbMATH Keywords

Monte Carlo; Bayes factor; Markov chain; model comparison; logit model; Gaussian regression; log-\(t\) density; lognormal density

Mathematics Subject Classification ID

62F10: Point estimation

62F15: Bayesian inference

65C05: Monte Carlo methods

65C40: Numerical analysis or methods applied to Markov chains

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