Estimating Bayes factors via thermodynamic integration and population MCMC
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References listed on IDEAS
- Pierre Del Moral & Arnaud Doucet & Ajay Jasra, 2006. "Sequential Monte Carlo samplers," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 68(3), pages 411-436.
- N. Friel & A. N. Pettitt, 2008. "Marginal likelihood estimation via power posteriors," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 70(3), pages 589-607.
- El Adlouni, Salaheddine & Favre, Anne-Catherine & Bobee, Bernard, 2006. "Comparison of methodologies to assess the convergence of Markov chain Monte Carlo methods," Computational Statistics & Data Analysis, Elsevier, vol. 50(10), pages 2685-2701, June.
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- repec:bla:jorssb:v:79:y:2017:i:3:p:695-718 is not listed on IDEAS
- Filippone, Maurizio & Sanguinetti, Guido, 2011. "Approximate inference of the bandwidth in multivariate kernel density estimation," Computational Statistics & Data Analysis, Elsevier, vol. 55(12), pages 3104-3122, December.
- repec:spr:compst:v:32:y:2017:i:2:d:10.1007_s00180-017-0721-7 is not listed on IDEAS
- Golchi, Shirin & Campbell, David A., 2016. "Sequentially Constrained Monte Carlo," Computational Statistics & Data Analysis, Elsevier, vol. 97(C), pages 98-113.
- Rigat, F. & Mira, A., 2012. "Parallel hierarchical sampling: A general-purpose interacting Markov chains Monte Carlo algorithm," Computational Statistics & Data Analysis, Elsevier, vol. 56(6), pages 1450-1467.
- Loza-Reyes, E. & Hurn, M.A. & Robinson, A., 2014. "Classification of molecular sequence data using Bayesian phylogenetic mixture models," Computational Statistics & Data Analysis, Elsevier, vol. 75(C), pages 81-95.
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