Marginal Likelihood Computation for Model Selection and Hypothesis Testing: An Extensive Review
DOI10.1137/20M1310849OpenAlexW3000534101WikidataQ122235370 ScholiaQ122235370MaRDI QIDQ5883296FDOQ5883296
Authors: Fernando Rodriguez Llorente, Luca Martino, David Delgado 
Publication date: 30 March 2023
Published in: SIAM Review (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2005.08334
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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Cited In (7)
- Generalized integral transform and Hamiltonian Monte Carlo for Bayesian structural damage identification
- 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
- MCMC-driven importance samplers
- Priors in Bayesian Deep Learning: A Review
- Target-aware Bayesian inference via generalized thermodynamic integration
- A switching state-space transmission model for tracking epidemics and assessing interventions
Uses Software
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