Easy Estimation of Normalizing Constants and Bayes Factors from Posterior Simulation: Stabilizing the Harmonic Mean Estimator
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Easy Estilnation of Nonnalizing Constants and Bayes Factors from Posterior Simulation : Stabilizing the Harmonic : Nlean Estimator
The Bayes factor is a useful summary for model selection. Calculation of this measure involves evaluating the integrated likelihood (or prior predictive density), which can be estimated from the output of MCMC and other posterior simulation methods using the harmonic mean estimator. vVhile this is a simulation-consistent estimator, it can have infinite variance. In this article we describe a me...
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تاریخ انتشار 2000