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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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Pubblicato in:J Korean Stat Soc
Autori principali: Wang, Yu-Bo, Chen, Ming-Hui, Shi, Wei, Lewis, Paul, Kuo, Lynn
Natura: Artigo
Lingua:Inglês
Pubblicazione: 2020
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Accesso online: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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