Explaining the behavior of joint and marginal Monte Carlo estimators in latent variable models with independence assumptions
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More about this item
KeywordsBayes factor; marginal likelihood; Monte Carlo integration;
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2015-08-13 (All new papers)
- NEP-ECM-2015-08-13 (Econometrics)
- NEP-ORE-2015-08-13 (Operations Research)
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