Improved marginal likelihood estimation via power posteriors and importance sampling
The power-posterior method of Friel and Pettitt (2008) has been used to estimate the marginal likelihoods of competing Bayesian models. In this paper it is shown that the Bernstein-von Mises (BvM) theorem holds for the power posteriors under regularity conditions. Due to the BvM theorem, the power p...
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| Main Authors: | , , |
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| 格式: | text |
| 語言: | English |
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Institutional Knowledge at Singapore Management University
2019
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| 在線閱讀: | https://ink.library.smu.edu.sg/soe_research/2287 https://ink.library.smu.edu.sg/context/soe_research/article/3286/viewcontent/PB29_.pdf |
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