Imortance Sampling Schemes for Evidence Approximation in Mixture Models
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References listed on IDEAS
- 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.
- repec:dau:papers:123456789/3692 is not listed on IDEAS
- Nial Friel & Jason Wyse, 2012. "Estimating the evidence – a review," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 66(3), pages 288-308, August.
- Nicolas Chopin, 2002.
"A sequential particle filter method for static models,"
Biometrika Trust, vol. 89(3), pages 539-552, August.
- Nicolas Chopin, 2000. "A Sequential Particle Filter Method for Static Models," Working Papers 2000-45, Center for Research in Economics and Statistics.
- Matthew Stephens, 2000. "Dealing with label switching in mixture models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 62(4), pages 795-809.
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KeywordsModel evidence; Importance sampling; Mixture models; Marginal likelihood;
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