Computational methods for Bayesian model choice

Robert, Christian P.; Wraith, Darren

Robert, Christian P.; Wraith, Darren (2009), Computational methods for Bayesian model choice, in Goggans, Paul M.; Chang, Chung-Yong, Bayesian Inference and Maximum Entropy Methods in Science and Engineering: The 29th International Workshop on Bayesian Inference and Maximum Entropy Methods in Science and Engineering, AIP Publishing, p. 12. http://dx.doi.org/10.1063/1.3275622

Type

Communication / Conférence

External document link

http://arxiv.org/abs/0907.5123v1

Date

2009

Conference title

Bayesian Inference and Maximum Entropy Methods in Science and Engineering: The 29th International Workshop on Bayesian Inference and Maximum Entropy Methods in Science and Engineering

Conference date

2009-07

Conference city

Oxford (Mississippi)

Conference country

États-Unis

Book title

Bayesian Inference and Maximum Entropy Methods in Science and Engineering: The 29th International Workshop on Bayesian Inference and Maximum Entropy Methods in Science and Engineering

Book author

Goggans, Paul M.; Chang, Chung-Yong

Publisher

AIP Publishing

Series title

AIP Conference Proceedings

Series number

1193

Abstract (EN)

In this note, we shortly survey some recent approaches on the approximation of the Bayes factor used in Bayesian hypothesis testing and in Bayesian model choice. In particular, we reassess importance sampling, harmonic mean sampling, and nested sampling from a unified perspective.

Subjects / Keywords

Bayesian model