Using MCMC chain outputs to efficiently estimate Bayes factors
DOI10.1016/J.JMP.2011.06.004zbMATH Open1270.62155OpenAlexW2105625839MaRDI QIDQ645491FDOQ645491
Authors: Richard D. Morey, Jeffrey N. Rouder, Michael S. Pratte, Paul L. Speckman 
Publication date: 15 November 2011
Published in: Journal of Mathematical Psychology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmp.2011.06.004
Recommendations
Numerical analysis or methods applied to Markov chains (65C40) Software, source code, etc. for problems pertaining to statistics (62-04) Applications of statistics to psychology (62P15)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- An encompassing prior generalization of the Savage-Dickey density ratio
- Marginal Likelihood from the Gibbs Output
- A STATISTICAL PARADOX
- Sampling-Based Approaches to Calculating Marginal Densities
- Mixtures of g Priors for Bayesian Variable Selection
- Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
- Testing a Point Null Hypothesis: The Irreconcilability of P Values and Evidence
- Title not available (Why is that?)
- Importance-Weighted Marginal Bayesian Posterior Density Estimation
- Title not available (Why is that?)
- Multivariate T-Distributions and Their Applications
- Computing Bayes Factors Using a Generalization of the Savage-Dickey Density Ratio
- Bayes Factors
- Calibration of \(\rho \) values for testing precise null hypotheses
- Title not available (Why is that?)
- The Weighted Likelihood Ratio, Sharp Hypotheses about Chances, the Order of a Markov Chain
- Title not available (Why is that?)
- Simulation Run Length Control in the Presence of an Initial Transient
- The Weighted Likelihood Ratio, Linear Hypotheses on Normal Location Parameters
- Polynomial splines and their tensor products in extended linear modeling. (With discussions)
- Title not available (Why is that?)
- How cognitive modeling can benefit from hierarchical Bayesian models
- Title not available (Why is that?)
- Bayesian model selection using encompassing priors
- Conditional Expectation and Unbiased Sequential Estimation
- Performance study of marginal posterior density estimation via Kullback-Leibler divergence
Cited In (19)
- Factor estimation using MCMC-based Kalman filter methods
- Efficient Bayes factor estimation from the reversible jump output
- Thermodynamic integration and steppingstone sampling methods for estimating Bayes factors: a tutorial
- Estimation of large families of Bayes factors from Markov chain output
- Objective Bayesian comparison of constrained analysis of variance models
- Error probabilities in default Bayesian hypothesis testing
- A tutorial on the Bayesian approach for analyzing structural equation models
- On resolving the Savage-Dickey paradox
- The lognormal race: a cognitive-process model of choice and latency with desirable psychometric properties
- Bayes factors for testing order-constrained hypotheses on correlations
- Bain: a program for Bayesian testing of order constrained hypotheses in structural equation models
- Bayesian regression analysis of data with random effects covariates from nonlinear longitudinal measurements
- Default Bayes factors for ANOVA designs
- Bayes Factors
- Models for Estimating Bayes Factors with Applications to Phylogeny and Tests of Monophyly
- Simple relation between Bayesian order-restricted and point-null hypothesis tests
- Bayes factor testing of equality and order constraints on measures of association in social research
- A tutorial on Bayes factor estimation with the product space method
- Connecting and Contrasting the Bayes Factor and a Modified ROPE Procedure for Testing Interval Null Hypotheses
Uses Software
This page was built for publication: Using MCMC chain outputs to efficiently estimate Bayes factors
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q645491)
