Monte Carlo Approximation of Bayes Factors via Mixing With Surrogate Distributions

DOI10.1080/01621459.2020.1811100OpenAlexW3074977478MaRDI QIDQ5885102

Jun S. Liu, Chenguang Dai

Publication date: 27 March 2023

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1909.05922

zbMATH Keywords

marginal likelihoodmixture distributionreversible jump MCMCWang-Landau algorithmmultiple-try Metropolis

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Monte Carlo methods (65C05)

Related Items (1)

Convergence rate of multiple-try Metropolis independent sampler

Uses Software

• tsbridge
• RStan
• rstan
• bridgesampling

Cites Work

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