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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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Détails bibliographiques
Publié dans:J Korean Stat Soc
Auteurs principaux: Wang, Yu-Bo, Chen, Ming-Hui, Shi, Wei, Lewis, Paul, Kuo, Lynn
Format: Artigo
Langue:Inglês
Publié: 2020
Sujets:
Accès en ligne: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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