Improved marginal likelihood estimation via power posteriors and importance sampling
Year of publication: |
2023
|
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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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