Computational methods for Bayesian model choice


Autoria(s): Robert, C.P.; Wraith, D.
Data(s)

2009

Resumo

In this note, we shortly survey some recent approaches on the approximation of the Bayes factor used in Bayesian hypothesis testing and in Bayesian model choice. In particular, we reassess importance sampling, harmonic mean sampling, and nested sampling from a unified perspective.

Identificador

http://eprints.qut.edu.au/92583/

Relação

DOI:10.1063/1.3275622

Robert, C.P. & Wraith, D. (2009) Computational methods for Bayesian model choice. In AIP Conference 2009, 5–10 July 2009, Oxford (Mississippi).

Fonte

Faculty of Health; Institute of Health and Biomedical Innovation; School of Public Health & Social Work

Tipo

Conference Paper