Estimating Bayes factors via thermodynamic integration and population MCMC
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Publication:961894
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Cites work
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- Population Markov chain Monte Carlo
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- Sequential Monte Carlo Samplers
- Simulating normalizing constants: From importance sampling to bridge sampling to path sampling
Cited in
(38)- Classification of molecular sequence data using Bayesian phylogenetic mixture models
- Bayesian estimation of ordinary differential equation models when the likelihood has multiple local modes
- Sequentially constrained Monte Carlo
- Approximate inference of the bandwidth in multivariate kernel density estimation
- Bayesian variable selection in non-homogeneous hidden Markov models through an evolutionary Monte Carlo method
- Anytime parallel tempering
- Gibbs posterior convergence and the thermodynamic formalism
- Probabilistic integration: a role in statistical computation?
- Thermodynamic integration and steppingstone sampling methods for estimating Bayes factors: a tutorial
- Targeting Bayes factors with direct-path non-equilibrium thermodynamic integration
- Investigation of the widely applicable Bayesian information criterion
- Thermodynamic Bayesian model comparison
- High-dimensional Bayesian parameter estimation: case study for a model of JAK2/STAT5 signaling
- Parameter uncertainty in biochemical models described by ordinary differential equations
- Recursive pathways to marginal likelihood estimation with prior-sensitivity analysis
- A case study of the widely applicable Bayesian information criterion and its optimality
- An adaptive scheduling scheme for calculating Bayes factors with thermodynamic integration using Simpson's rule
- Bayesian analysis of non-linear differential equation models with application to a gut microbial ecosystem
- Bayesian Model Selection for Exponential Random Graph Models via Adjusted Pseudolikelihoods
- Parallel hierarchical sampling: a general-purpose interacting Markov chains Monte Carlo algorithm
- Langevin diffusion for population based sampling with an application in Bayesian inference for pharmacodynamics
- Expectation propagation in linear regression models with spike-and-slab priors
- Informative priors in Bayesian inference and computation
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- Application of one‐step method to parameter estimation in ODE models
- Online MCMC Thinning with Kernelized Stein Discrepancy
- A Continuation Method in Bayesian Inference
- Target-aware Bayesian inference via generalized thermodynamic integration
- An evolutionary Monte Carlo method for the analysis of turbidity high-frequency time series through Markov switching autoregressive models
- Generalization of the power-law rating curve using hydrodynamic theory and Bayesian hierarchical modeling
- Estimating the evidence -- a review
- On the use of the concentration function to compare predictive distributions in ARMA models.
- Tuning tempered transitions
- Smooth functional tempering for nonlinear differential equation models
- Improving power posterior estimation of statistical evidence
- Zero variance differential geometric Markov chain Monte Carlo algorithms
- A tracking approach to parameter estimation in linear ordinary differential equations
- Bayesian inference for differential equations
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