Estimating the evidence -- a review

DOI10.1111/J.1467-9574.2011.00515.XMaRDI QIDQ6647315zbMATH OpenFDO

Authors Nial Friel, Jason Wyse

Publication date 3 December 2024

Published in Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/J.1467-9574.2011.00515.X

zbMATH Keywords

annealed importance samplingevidenceharmonic mean estimatormarginal likelihoodMarkov chain Monte Carlonested samplingpower posteriors

Mathematics Subject Classification ID

Parametric inference (62Fxx) Inference from stochastic processes (62Mxx) Probabilistic methods, stochastic differential equations (65Cxx)

Cites work

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• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
• Tuning tempered transitions

Cited in

(8)

• Bayesian Model Choice for Directional Data
• A Bayesian change point modeling approach to identify local temperature changes related to urbanization
• Bayesian Spline-Based Hidden Markov Models with Applications to Actimetry Data and Sleep Analysis
• Bayesian model selection between the von Mises and the wrapped stable distributions for circular data
• Estimation of ratios of normalizing constants using stochastic approximation: the SARIS algorithm
• Transitional active learning of small probabilities
• Clustering high-dimensional mixed data to uncover sub-phenotypes: joint analysis of phenotypic and genotypic data
• Asymptotically optimal change detection for unnormalized pre- and post-change distributions

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