Computational methods for Bayesian model choice

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Date
2009
Collection title
AIP Conference Proceedings
Collection Id
1193
Link to item file
http://arxiv.org/abs/0907.5123v1
Dewey
Probabilités et mathématiques appliquées
Sujet
Bayesian model
DOI
http://dx.doi.org/10.1063/1.3275622
Conference name
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
07-2009
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
Author
Goggans, Paul M.; Chang, Chung-Yong
Publisher
AIP Publishing
Year
2009
URI
https://basepub.dauphine.fr/handle/123456789/12623
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Metadata
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Author
Robert, Christian P.
Wraith, Darren
Type
Communication / Conférence
Item number of pages
12
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.