Marginal Likelihood Computation for Model Selection and Hypothesis Testing: An Extensive Review
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model selectionhypothesis testingmarginal likelihoodnumerical integrationquadrature rulespartition functionsBayesian evidencedoubly intractable posteriors
Parametric hypothesis testing (62F03) Bayesian inference (62F15) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Probabilistic models, generic numerical methods in probability and statistics (65C20) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
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- A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood
- A comparison of marginal likelihood computation methods
- A multi-point Metropolis scheme with generic weight functions
- A new Monte Carlo method for estimating marginal likelihoods
- A review of Bayesian variable selection methods: what, how and which
- A sequential particle filter method for static models
- Adaptive Rejection Metropolis Sampling within Gibbs Sampling
- Adaptive Rejection Sampling for Gibbs Sampling
- Adaptive multiple importance sampling
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- Bayes Factors
- Bayesian Measures of Model Complexity and Fit
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- Bayesian model choice based on Monte Carlo estimates of posterior model probabilities
- Comparison of Bayesian predictive methods for model selection
- Compressed Monte Carlo with application in particle filtering
- Computing Bayes Factors by Combining Simulation and Asymptotic Approximations
- Computing the Bayes factor from a Markov chain Monte Carlo simulation of the posterior distribution
- Estimating Bayes Factors via Posterior Simulation With the Laplace-Metropolis Estimator
- Estimating the dimension of a model
- Following a moving target -- Monte Carlo inference for dynamic Bayesian models
- Free energy computations. A mathematical perspective
- Generalized multiple importance sampling
- Importance-Weighted Marginal Bayesian Posterior Density Estimation
- Improving power posterior estimation of statistical evidence
- Independent Doubly Adaptive Rejection Metropolis Sampling Within Gibbs Sampling
- Information criteria and statistical modeling.
- Integrated likelihood computation methods
- Layered adaptive importance sampling
- Marginal Likelihood Estimation via Power Posteriors
- Marginal Likelihood From the Metropolis–Hastings Output
- Marginal Likelihood from the Gibbs Output
- Markov Chain Importance Sampling—A Highly Efficient Estimator for MCMC
- Minimum description length revisited
- Nested sampling for general Bayesian computation
- On Bayesian model and variable selection using MCMC
- On Monte Carlo methods for estimating ratios of normalizing constants
- On the flexibility of the design of multiple try Metropolis schemes
- On the marginal likelihood and cross-validation
- Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC
- Probabilistic integration: a role in statistical computation?
- Properties of nested sampling
- Recursive pathways to marginal likelihood estimation with prior-sensitivity analysis
- Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
- Sequential Monte Carlo Samplers
- Simulating normalizing constants: From importance sampling to bridge sampling to path sampling
- Statistical Inference, Occam's Razor, and Statistical Mechanics on the Space of Probability Distributions
- The Deviance Information Criterion: 12 Years on
Cited in
(7)- A switching state-space transmission model for tracking epidemics and assessing interventions
- An optimal Bayesian strategy for comparing Wiener-hunt deconvolution models in the absence of ground truth
- On the safe use of prior densities for Bayesian model selection
- Generalized integral transform and Hamiltonian Monte Carlo for Bayesian structural damage identification
- MCMC-driven importance samplers
- Priors in Bayesian Deep Learning: A Review
- Target-aware Bayesian inference via generalized thermodynamic integration
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