To Bridge, to Warp or to Wrap? A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihoods
Year of publication: |
2009
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Authors: | Ardia, David ; Hoogerheide, Lennart ; van Dijk, Herman K. |
Publisher: |
Amsterdam and Rotterdam : Tinbergen Institute |
Subject: | Monte-Carlo-Methode | Markovscher Prozess | Stichprobenverfahren | Statistische Verteilung | Bayes-Statistik | Algorithmus | Theorie | marginal likelihood | Bayes factor | importance sampling | Markov chain Monte Carlo | bridge sampling | adaptive mixture of Student-t distributions |
Series: | Tinbergen Institute Discussion Paper ; 09-017/4 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 83855914X [GVK] hdl:10419/86954 [Handle] RePEc:dgr:uvatin:20090017 [RePEc] |
Classification: | C11 - Bayesian Analysis ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C52 - Model Evaluation and Testing |
Source: |
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Ardia, David, (2009)
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A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihoods
Ardia, David, (2010)
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A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihoods
Ardia, David, (2010)
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Ardia, David, (2009)
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Ardia, David, (2016)
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