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Targeting Bayes factors with direct-path non-equilibrium thermodynamic integration
Thermodynamic integration (TI) for computing marginal likelihoods is based on an inverse annealing path from the prior to the posterior distribution. In many cases, the resulting estimator suffers from high variability, which particularly stems from the prior regime. When comparing complex models wi...
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| Publicado no: | Comput Stat |
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| Main Authors: | , , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Springer Berlin Heidelberg
2017
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC7010372/ https://ncbi.nlm.nih.gov/pubmed/32103862 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1007/s00180-017-0721-7 |
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