Targeting Bayes factors with direct-path non-equilibrium thermodynamic integration

Thermodynamic integration (TI) for computing marginal likelihoods is based on an inverse annealing path from the prior to the posterior distribution. In many cases, the resulting estimator suffers from high variability, which particularly stems from the prior regime. When comparing complex models wi...

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Detalles Bibliográficos
Autores principales: Grzegorczyk, Marco, Aderhold, Andrej, Husmeier, Dirk
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer Berlin Heidelberg 2017
Materias:
Original Paper
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7010372/
https://www.ncbi.nlm.nih.gov/pubmed/32103862
http://dx.doi.org/10.1007/s00180-017-0721-7

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7010372/
https://www.ncbi.nlm.nih.gov/pubmed/32103862
http://dx.doi.org/10.1007/s00180-017-0721-7

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