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Inflated Density Ratio and Its Variation and Generalization for Computing Marginal Likelihoods

In the Bayesian framework, the marginal likelihood plays an important role in variable selection and model comparison. The marginal likelihood is the marginal density of the data after integrating out the parameters over the parameter space. However, this quantity is often analytically intractable d...

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Detalhes bibliográficos
Publicado no:J Korean Stat Soc
Main Authors: Wang, Yu-Bo, Chen, Ming-Hui, Shi, Wei, Lewis, Paul, Kuo, Lynn
Formato: Artigo
Idioma:Inglês
Publicado em: 2020
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC7560979/
https://ncbi.nlm.nih.gov/pubmed/33071541
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1007/s42952-019-00013-z
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