An adaptive scheduling scheme for calculating Bayes factors with thermodynamic integration using Simpson’s rule

Statistics and Computing

Volumn 26, Issue 3, 2016, Pages 663-677

  Hug, Sabine ^a,b   Schwarzfischer, Michael ^a   Hasenauer, Jan ^a,b   Marr, Carsten ^a   Theis, Fabian J ^a,b  

^a INSTITUTE OF EPIDEMIOLOGY   (Germany)

^b TECHNICAL UNIVERSITY OF MUNICH   (Germany)

Author keywords

Bayes factor; Marginal likelihood; Power posterior; Simpson s rule; Thermodynamic integration

Indexed keywords

EID: 84924247488     PISSN: 09603174     EISSN: 15731375     Source Type: Journal    
DOI: 10.1007/s11222-015-9550-0     Document Type: Article

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