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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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| Veröffentlicht in: | J Korean Stat Soc |
|---|---|
| Hauptverfasser: | , , , , |
| Format: | Artigo |
| Sprache: | Inglês |
| Veröffentlicht: |
2020
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| Schlagworte: | |
| Online Zugang: | 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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