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This paper surveys some well-established approaches on the approximation of Bayes factors used in Bayesian model choice, mostly as covered in Chen et al.
Theory of Probability
Jeffreys, H · 1939
Earlier work this paper cites.
Nonphysical sampling distributions in Monte Carlo free-energy estimation: Umbrella sampling
Torrie, G · 1977
Earlier work this paper cites.
Testing a point-null hypothesis: the irreconcilability of significance levels and evidence (with discussion)
Berger, J · 1987
Earlier work this paper cites.
Sampling based approaches to calculating marginal densities
Gelfand, A · 1990
Earlier work this paper cites.
Bayesian analysis of binary and polychotomous response data
Albert, J · 1993
Earlier work this paper cites.
Bayesian model choice: asymptotics and exact calculations
Gelfand, A · 1994
Earlier work this paper cites.
Contribution to the discussion of “Approximate Bayesian inference with the weighted likelihood bootstrap” by Michael A. Newton and Adrian E. Raftery
Neal, R · 1994
Earlier work this paper cites.
Approximate Bayesian inference by the weighted likelihood bootstrap (with discussion)
Newton, M · 1994
Earlier work this paper cites.
Bayesian model choice through Markov chain Monte Carlo
Carlin, B · 1995
Earlier work this paper cites.
Marginal likelihood from the Gibbs output
Chib, S · 1995
Cited alongside, same era.
Reversible jump MCMC computation and Bayesian model determination
Green, P · 1995
Cited alongside, same era.
The intrinsic Bayes factor for model selection and prediction
Berger, J · 1996
Cited alongside, same era.
Bayes factors and marginal distributions in invariant situations
Berger, J · 1998
Cited alongside, same era.
Simulating normalizing constants: From importance sampling to bridge sampling to path sampling
Gelman, A · 1998
Cited alongside, same era.
Monte Carlo Methods in Bayesian Computation
Chen, M · 2000
Cited alongside, same era.
Monte Carlo Statistical Methods
Robert, C · 2004
Later among the works it cites.
Nested sampling for general Bayesian computation
Skilling, J · 2006
Later among the works it cites.
Contemplating evidence: properties, extensions of, and alternatives to nested sampling
Chopin, N · 2007
Later among the works it cites.
Bayesian Core
Marin, J.-M · 2007
Later among the works it cites.
Marginal likelihood estimation via power posteriors
Friel, N · 2008
Later among the works it cites.
R: A Language and Environment for Statistical Computing
R Development Core Team · 2008
Later among the works it cites.
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Robert, C · 2001
Cited alongside, same era.
Probability Theory
Jaynes, E · 2003
Cited alongside, same era.
Robert, C · 2009
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Computational methods for Bayesian model choice
Robert, C · 2009
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