Fetching the paper…
Reading the bibliography…
This is an up-to-date introduction to, and overview of, marginal likelihood computation for model selection and hypothesis testing.
G. M. Torrie and J. P. Valleau, “Nonphysical sampling distributions in Monte Carlo free-energy estimation: Umbrella sampling,”
1977
Earlier work this paper cites.
G. Schwarz
1978
Earlier work this paper cites.
E. J. Hannan and B. G. Quinn, “The determination of the order of an autoregression,”
1979
Earlier work this paper cites.
D. J. Spiegelhalter and A. F. Smith, “Bayes factors for linear and log-linear models with vague prior information,”
1982
Earlier work this paper cites.
Y. Sakamoto, M. Ishiguro, and G. Kitagawa, “Akaike information criterion statistics,”
1986
Earlier work this paper cites.
W. R. Gilks and P. Wild, “Adaptive Rejection Sampling for Gibbs Sampling,”
1992
Earlier work this paper cites.
A. Kong, “A note on importance sampling using standardized weights,”
1992
Earlier work this paper cites.
A. E. Gelfand and D. K. Dey, “Bayesian model choice: asymptotics and exact calculations,”
1994
Earlier work this paper cites.
M.-H. Chen, “Importance-weighted marginal Bayesian posterior density estimation,”
1994
Earlier work this paper cites.
C. J. Geyer, “Estimating normalizing constants and reweighting mixtures,”
1994
Earlier work this paper cites.
M. A. Newton and A. E. Raftery, “Approximate Bayesian inference with the weighted likelihood bootstrap,”
1994
Earlier work this paper cites.
B. P. Carlin and S. Chib, “Bayesian model choice via Markov chain Monte Carlo methods,”
1995
Earlier work this paper cites.
P. J. Green, “Reversible jump Markov chain Monte Carlo computation and Bayesian model determination,”
1995
Earlier work this paper cites.
S. Chib, “Marginal likelihood from the Gibbs output,”
1995
Earlier work this paper cites.
W. R. Gilks, N. G. Best, and K. K. C. Tan, “Adaptive Rejection Metropolis Sampling within Gibbs Sampling,”
1995
Earlier work this paper cites.
R. E. Kass and A. E. Raftery, “Bayes factors,”
1995
Earlier work this paper cites.
A. O’Hagan, “Fractional Bayes factors for model comparison,”
1995
Earlier work this paper cites.
W. R. Gilks, S. Richardson, and D. Spiegelhalter,
1995
Earlier work this paper cites.
X.-L. Meng and W. H. Wong, “Simulating ratios of normalizing constants via a simple identity: a theoretical exploration,”
1996
Earlier work this paper cites.
J. O. Berger and L. R. Pericchi, “The intrinsic Bayes factor for model selection and prediction,”
1996
Earlier work this paper cites.
V. Balasubramanian, “Statistical inference, Occam’s razor, and statistical mechanics on the space of probability distributions,”
1997
Earlier work this paper cites.
S. M. Lewis and A. E. Raftery, “Estimating Bayes factors via posterior simulation with the Laplace—Metropolis estimator,”
1997
Earlier work this paper cites.
T. J. DiCiccio, R. E. Kass, A. Raftery, and L. Wasserman, “Computing Bayes factors by combining simulation and asymptotic approximations,”
1997
Earlier work this paper cites.
M.-H. Chen, Q.-M. Shao
1997
Earlier work this paper cites.
A. Gelman and X. L. Meng, “Simulating normalizing constants: From importance sampling to bridge sampling to path sampling,”
1998
Earlier work this paper cites.
J. A. Hoeting, D. Madigan, A. E. Raftery, and C. T. Volinsky, “Bayesian model averaging: a tutorial,”
1999
Earlier work this paper cites.
S. J. Godsill, “On the relationship between Markov chain Monte Carlo methods for model uncertainty,”
2001
Earlier work this paper cites.
S. Chib and I. Jeliazkov, “Marginal likelihood from the Metropolis–Hastings output,”
2001
Earlier work this paper cites.
R. M. Neal, “Annealed importance sampling,”
2001
Earlier work this paper cites.
W. R. Gilks and C. Berzuini, “Following a moving target-Monte Carlo inference for dynamic Bayesian models,”
2001
Earlier work this paper cites.
D. Spiegelhalter, N. G. Best, B. P. Carlin, and A. V. der Linde, “Bayesian measures of model complexity and fit,”
2002
Earlier work this paper cites.
P. Dellaportas, J. J. Forster, and I. Ntzoufras, “On Bayesian model and variable selection using MCMC,”
2002
Earlier work this paper cites.
N. Chopin, “A sequential particle filter for static models,”
2002
Earlier work this paper cites.
C. S. Bos, “A comparison of marginal likelihood computation methods,” in
2002
Earlier work this paper cites.
G. Claeskens and N. L. Hjort, “The focused information criterion,”
2003
Earlier work this paper cites.
A. Mira and G. Nicholls, “Bridge estimation of the probability density at a point,” Department of Mathematics, The University of Auckland, New Zealand, Tech. Rep., 2003
2003
Earlier work this paper cites.
C. E. Rasmussen and Z. Ghahramani, “Bayesian Monte Carlo,”
2003
Cited alongside, same era.
P. M. Djurić, J. H. Kotecha, J. Zhang, Y. Huang, T. Ghirmai, M. F. Bugallo, and J. Míguez, “Particle filtering,”
2003
Cited alongside, same era.
J. S. Liu,
2004
Cited alongside, same era.
C. P. Robert and G. Casella,
2004
Cited alongside, same era.
O. Cappé, A. Guillin, J. M. Marin, and C. P. Robert, “Population Monte Carlo,”
2004
Cited alongside, same era.
C. Alston, P. Kuhnert, L. S. Choy, R. McVinish, and K. Mengersen, “Bayesian model comparison: Review and discussion,”
2005
Cited alongside, same era.
——, “Efficient multiple importance sampling estimators,”
2015
Later among the works it cites.
Q. Liu, J. Peng, A. Ihler, and J. Fisher III, “Estimating the partition function by discriminance sampling,” in
2015
Later among the works it cites.
C. A. Naesseth, F. Lindsten, and T. B. Schon, “Nested Sequential Monte Carlo methods,”
2015
Later among the works it cites.
M. F. Bugallo, L. Martino, and J. Corander, “Adaptive importance sampling in signal processing,”
2015
Later among the works it cites.
I. Urteaga, M. F. Bugallo, and P. M. Djurić, “Sequential Monte Carlo methods under model uncertainty,” in
2016
Later among the works it cites.
V. Elvira, L. Martino, D. Luengo, and M. F. Bugallo, “Heretical multiple importance sampling,”
alphaXiv searches the wider corpus for related work and actual follow-ups.
alphaXiv is searching for related work…
P. Congdon, “Bayesian model choice based on Monte Carlo estimates of posterior model probabilities,”
2006
Cited alongside, same era.
J. Skilling, “Nested sampling for general Bayesian computation,”
2006
Cited alongside, same era.
P. D. Moral, A. Doucet, and A. Jasra, “Sequential Monte Carlo samplers,”
2006
Cited alongside, same era.
V. Vyshemirsky and M. A. Girolami, “Bayesian ranking of biochemical system models,”
2007
Cited alongside, same era.
S. Konishi and G. Kitagawa,
2008
Cited alongside, same era.
N. Friel and A. N. Pettitt, “Marginal likelihood estimation via power posteriors,”
2008
Cited alongside, same era.
2016
Later among the works it cites.
C. J. Oates, T. Papamarkou, and M. Girolami, “The controlled thermodynamic integral for Bayesian model evidence evaluation,”
2016
Later among the works it cites.
L. Martino, V. Elvira, and F. Louzada, “Weighting a resampled particle in Sequential Monte Carlo,”
2016
Later among the works it cites.
P. Liu, A. S. Elshall, M. Ye, P. Beerli, X. Zeng, D. Lu, and Y. Tao, “Evaluating marginal likelihood with thermodynamic integration method and comparison with several other numerical methods,”
2016
Later among the works it cites.
L. Martino, J. Read, V. Elvira, and F. Louzada, “Cooperative parallel particle filters for on-line model selection and applications to urban mobility,”
2017
Later among the works it cites.
H. Rue, A. Riebler, S. H. Sørbye, J. B. Illian, D. P. Simpson, and F. K. Lindgren, “Bayesian computing with INLA: a review,”
2017
Later among the works it cites.
L. Martino and V. Elvira, “Metropolis sampling,”
2017
Later among the works it cites.
L. Martino, R. Casarin, F. Leisen, and D. Luengo, “Adaptive independent sticky MCMC algorithms,”
2017
Later among the works it cites.
M. F. Bugallo, V. Elvira, L. Martino, D. Luengo, J. Miguez, and P. M. Djuric, “Adaptive importance sampling: the past, the present, and the future,”
2017
Later among the works it cites.
L. Martino, V. Elvira, and M. F. Louzada, “Effective Sample Size for importance sampling based on the discrepancy measures,”
2017
Later among the works it cites.
M. F. Bugallo, V. Elvira, L. Martino, D. Luengo, J. Miguez, and P. M. Djuric, “Adaptive importance sampling: The past, the present, and the future,”
2017
Later among the works it cites.
L. Martino, V. Elvira, D. Luengo, and J. Corander, “Layered adaptive importance sampling,”
2017
Later among the works it cites.
L. Martino, V. Elvira, and D. Luengo, “Anti-tempered layered adaptive importance sampling,”
2017
Later among the works it cites.
J. Piironen and A. Vehtari, “Comparison of Bayesian predictive methods for model selection,”
2017
Later among the works it cites.
A. Vehtari, A. Gelman, and J. Gabry, “Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC,”
2017
Later among the works it cites.
Z. Zhao and T. A. Severini, “Integrated likelihood computation methods,”
2017
Later among the works it cites.
C. M. Pooley and G. Marion, “Bayesian model evidence as a practical alternative to deviance information criterion,”
2018
Later among the works it cites.
L. Martino, “A review of multiple try MCMC algorithms for signal processing,”
2018
Later among the works it cites.
Y.-B. Wang, M.-H. Chen, L. Kuo, and P. O. Lewis, “A new Monte Carlo method for estimating marginal likelihoods,”
2018
Later among the works it cites.
L. Martino, V. Elvira, and G. Camps-Valls, “Group importance sampling for particle filtering and MCMC,”
2018
Later among the works it cites.
2018
Later among the works it cites.
L. Martino and V. Elvira, “Compressed Monte Carlo for distributed Bayesian inference,”
2018
Later among the works it cites.
L. Martino, D. Luengo, and J. Míguez, “Independent random sampling methods,”
2018
Later among the works it cites.
C. H. LaMont and P. A. Wiggins, “Correspondence between thermodynamics and inference,”
2019
Later among the works it cites.
P. Grunwald and T. Roos, “Minimum Description Length Revisited,”
2019
Later among the works it cites.
F.-X. Briol, C. J. Oates, M. Girolami, M. A. Osborne, and D. Sejdinovic, “Probabilistic integration: A role in statistical computation?”
2019
Later among the works it cites.
V. Elvira, L. Martino, D. Luengo, and M. F. Bugallo, “Generalized Multiple Importance Sampling,”
2019
Later among the works it cites.
2019
Later among the works it cites.
D. Luengo, L. Martino, M. Bugallo, V. Elvira, and S. S., “A survey of monte carlo methods for parameter estimation,”
2020
Closest in time.
E. Fong and C. Holmes, “On the marginal likelihood and cross-validation,”
2020
Closest in time.