Improved marginal likelihood estimation via power posteriors and importance sampling

Yong Li, Nianling Wang, Jun Yu

Year of publication:	2023
Authors:	Li, Yong ; Wang, Nianling ; Yu, Jun
Published in:	Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 234.2023, 1, p. 28-52
Subject:	Bayes factor \| Marginal likelihood \| Markov Chain Monte Carlo \| Model choice \| Power posteriors \| Importance sampling \| Stichprobenerhebung \| Sampling \| Markov-Kette \| Markov chain \| Theorie \| Theory \| Monte-Carlo-Simulation \| Monte Carlo simulation \| Bayes-Statistik \| Bayesian inference \| Maximum-Likelihood-Schätzung \| Maximum likelihood estimation

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