Improved marginal likelihood estimation via power posteriors and importance sampling
Power posteriors have become popular in estimating the marginal likelihood of a Bayesian model. A power posterior is referred to as the posterior distribution that is proportional to the likelihood raised to a power b∈[0,1]. Important power-posterior-based algorithms include thermodynamic integratio...
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| Main Authors: | , , |
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2023
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| Online Access: | https://ink.library.smu.edu.sg/soe_research/2552 https://ink.library.smu.edu.sg/context/soe_research/article/3551/viewcontent/Improved_Marginal_Likelihood_Estimation_via_Power_Posteriors_and_Importance_Sampling__1_.pdf |
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| Institution: | Singapore Management University |
| Language: | English |