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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...
Αποθηκεύτηκε σε:
| Τόπος έκδοσης: | Comput Stat |
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| Κύριοι συγγραφείς: | , , |
| Μορφή: | Artigo |
| Γλώσσα: | Inglês |
| Έκδοση: |
Springer Berlin Heidelberg
2017
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| Θέματα: | |
| Διαθέσιμο Online: | 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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