Improved marginal likelihood estimation via power posteriors and importance sampling

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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書目詳細資料
Main Authors:	LI, Yong, WANG, Nianling, Jun YU
格式:	text
語言:	English
出版:	Institutional Knowledge at Singapore Management University 2019
主題:	Bayes factor Marginal likelihood Markov Chain Monte Carlo Model choice Power posteriors Importance sampling Econometrics
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
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	Singapore Management University
語言:	English

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