Target-aware Bayesian inference via generalized thermodynamic integration

DOI10.1007/s00180-023-01358-0OpenAlexW4366825558MaRDI QIDQ6188276

David Delgado, Fernando Rodriguez Llorente, Luca Martino

Publication date: 7 February 2024

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-023-01358-0

zbMATH Keywords

Monte Carlothermodynamic integrationquadrature methodsBayesian inferencetemperingtarget-aware inference

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Cites Work

• Improving power posterior estimation of statistical evidence
• Estimating Bayes factors via thermodynamic integration and population MCMC
• On the flexibility of the design of multiple try Metropolis schemes
• Sequential Monte Carlo Samplers
• Marginal Likelihood Estimation via Power Posteriors
• Marginal Likelihood Computation for Model Selection and Hypothesis Testing: An Extensive Review
• Simulating normalizing constants: From importance sampling to bridge sampling to path sampling
• An adaptive Metropolis algorithm
• Nested sampling for general Bayesian computation
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Target-aware Bayesian inference via generalized thermodynamic integration