Marginal Likelihood From the Metropolis–Hastings Output
Top Cited Papers
- 1 March 2001
- journal article
- Published by Taylor & Francis in Journal of the American Statistical Association
- Vol. 96 (453) , 270-281
- https://doi.org/10.1198/016214501750332848
Abstract
This article provides a framework for estimating the marginal likelihood for the purpose of Bayesian model comparisons. The approach extends and completes the method presented in Chib (1995) by ove...Keywords
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