Thermodynamic integration via differential evolution: A method for estimating marginal likelihoods
نویسندگان
چکیده
منابع مشابه
Estimating Bayes factors via thermodynamic integration and population MCMC
A Bayesian approach to model comparison based on the integrated or marginal likelihood is considered, and applications to linear regression models and nonlinear ordinary differential equation (ODE) models are used as the setting in which to elucidate and further develop existing statistical methodology. The focus is on two methods of marginal likelihood estimation. First, a statistical failure ...
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Bayesian model comparison involves the evaluation of the marginal likelihood, the expectation of the likelihood under the prior distribution. Typically, this high-dimensional integral over all model parameters is approximated using Markov chain Monte Carlo methods. Thermodynamic integration is a popular method to estimate the marginal likelihood by using samples from annealed posteriors. Here w...
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ژورنال
عنوان ژورنال: Behavior Research Methods
سال: 2019
ISSN: 1554-3528
DOI: 10.3758/s13428-018-1172-y