Efficient Bayes factor estimation from the reversible jump output
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Publication:5503373
DOI10.1093/biomet/93.1.41zbMath1152.62320OpenAlexW2063315413MaRDI QIDQ5503373
Francesco Bartolucci, Luisa Scaccia, Antonietta Mira
Publication date: 15 January 2009
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/11393/37460
Bayesian inference (62F15) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)
Related Items (12)
A generalized multiple-try version of the reversible jump algorithm ⋮ Monte Carlo Markov chains constrained on graphs for a target with disconnected support ⋮ Nonparametric particle filtering approaches for identification and inference in nonlinear state-space dynamic systems ⋮ Reflections on Murray Aitkin's contributions to nonparametric mixture models and Bayes factors ⋮ Distributed computation for marginal likelihood based model choice ⋮ Properties of the bridge sampler with a focus on splitting the MCMC sample ⋮ Bayesian Multimodel Inference by RJMCMC: A Gibbs Sampling Approach ⋮ New approaches to compute Bayes factor in finite mixture models ⋮ Approximate Bayesian computational methods ⋮ Bayes factor estimation for nonlinear dynamic state space models ⋮ Reversible jump methods for generalised linear models and generalised linear mixed models ⋮ Marginal Likelihood Estimation via Power Posteriors
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