Computational methods for Bayesian model choice

Robert, C.P. & Wraith, D. (2009) Computational methods for Bayesian model choice. In AIP Conference 2009, 5–10 July 2009, Oxford (Mississippi).

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In this note, we shortly survey some recent approaches on the approximation of the Bayes factor used in Bayesian hypothesis testing and in Bayesian model choice. In particular, we reassess importance sampling, harmonic mean sampling, and nested sampling from a unified perspective.

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8 citations in Web of Science®

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ID Code: 92583
Item Type: Conference Paper
Refereed: Yes
DOI: 10.1063/1.3275622
Divisions: Current > QUT Faculties and Divisions > Faculty of Health
Current > Institutes > Institute of Health and Biomedical Innovation
Current > Schools > School of Public Health & Social Work
Deposited On: 03 Feb 2016 03:42
Last Modified: 05 Feb 2016 02:13

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