Estimating the evidence -- a review
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Publication:6647315
Cites work
- scientific article; zbMATH DE number 3144053 (Why is no real title available?)
- scientific article; zbMATH DE number 509150 (Why is no real title available?)
- scientific article; zbMATH DE number 578421 (Why is no real title available?)
- scientific article; zbMATH DE number 3189754 (Why is no real title available?)
- Accurate Approximations for Posterior Moments and Marginal Densities
- Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations (with discussion)
- Approximate simulation-free Bayesian inference for multiple changepoint models with dependence within segments
- Bayes Factors
- Bayesian model averaging: A tutorial. (with comments and a rejoinder).
- Estimating Bayes factors via thermodynamic integration and population MCMC
- Marginal Likelihood Estimation via Power Posteriors
- Marginal Likelihood From the Metropolis–Hastings Output
- Marginal Likelihood from the Gibbs Output
- Nested sampling for general Bayesian computation
- Properties of nested sampling
- Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
- Sampling-Based Approaches to Calculating Marginal Densities
- Sequential Monte Carlo Samplers
- Simulating normalizing constants: From importance sampling to bridge sampling to path sampling
- Slice sampling. (With discussions and rejoinder)
- Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
- Tuning tempered transitions
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