Estimating the evidence – a review
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- Perrakis, Konstantinos & Ntzoufras, Ioannis & Tsionas, Efthymios G., 2014. "On the use of marginal posteriors in marginal likelihood estimation via importance sampling," Computational Statistics & Data Analysis, Elsevier, vol. 77(C), pages 54-69.
- repec:bla:jorssb:v:79:y:2017:i:2:p:323-380 is not listed on IDEAS
- Pandolfi, Silvia & Bartolucci, Francesco & Friel, Nial, 2014. "A generalized multiple-try version of the Reversible Jump algorithm," Computational Statistics & Data Analysis, Elsevier, vol. 72(C), pages 298-314.
- Joshua C.C. Chan, 2015. "Specification tests for time-varying parameter models with stochastic volatility," CAMA Working Papers 2015-42, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Jeong Eun Lee & Christian Robert, 2013. "Imortance Sampling Schemes for Evidence Approximation in Mixture Models," Working Papers 2013-42, Center for Research in Economics and Statistics.
- Heaps, Sarah E. & Boys, Richard J. & Farrow, Malcolm, 2014. "Computation of marginal likelihoods with data-dependent support for latent variables," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 392-401.
- Joshua C.C. Chan & Eric Eisenstat, 2015. "Bayesian model comparison for time-varying parameter VARs with stochastic volatility," CAMA Working Papers 2015-32, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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