Efficient Bayes factor estimation from the reversible jump output
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- Nicolas Chopin & Christian P. Robert, 2010. "Properties of nested sampling," Biometrika, Biometrika Trust, vol. 97(3), pages 741-755.
- Rufo, M.J. & Martín, J. & Pérez, C.J., 2010. "New approaches to compute Bayes factor in finite mixture models," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 3324-3335, December.
- 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.
- David I. Hastie & Peter J. Green, 2012. "Model choice using reversible jump Markov chain Monte Carlo," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 66(3), pages 309-338, August.
- 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.
- Shotwell Matthew S & Slate Elizabeth H, 2010. "Bayesian Modeling of Footrace Finishing Times," Journal of Quantitative Analysis in Sports, De Gruyter, vol. 6(3), pages 1-21, July.
- repec:dau:papers:123456789/5724 is not listed on IDEAS
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