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Thermodynamic Integration and Steppingstone Sampling Methods for Estimating Bayes Factors: A Tutorial

One of the more principled methods of performing model selection is via Bayes factors. However, calculating Bayes factors requires marginal likelihoods, which are integrals over the entire parameter space, making estimation of Bayes factors for models with more than a few parameters a significant co...

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Podrobná bibliografie
Vydáno v:J Math Psychol
Hlavní autoři: Annis, Jeffrey, Evans, Nathan J., Miller, Brent J., Palmeri, Thomas J.
Médium: Artigo
Jazyk:Inglês
Vydáno: 2019
Témata:
On-line přístup:https://ncbi.nlm.nih.gov/pmc/articles/PMC6374050/
https://ncbi.nlm.nih.gov/pubmed/30774151
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.jmp.2019.01.005
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