Perrakis, Konstantinos; Ntzoufras, Ioannis; Tsionas, … - In: Computational Statistics & Data Analysis 77 (2014) C, pp. 54-69
The efficiency of a marginal likelihood estimator where the product of the marginal posterior distributions is used as an importance sampling function is investigated. The approach is generally applicable to multi-block parameter vector settings, does not require additional Markov Chain Monte...