Efficient Bayes factor estimation from the reversible jump output
نویسندگان
چکیده
منابع مشابه
Efficient Bayes factor estimation from the reversible jump output
We propose a class of estimators of the Bayes factor which is based on an extension of the bridge sampling identity of Meng & Wong (1996) and makes use of the output of the reversible jump algorithm of Green (1995). Within this class we give the optimal estimator and also a suboptimal one which may be simply computed on the basis of the acceptance probabilities used within the reversible jump a...
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ژورنال
عنوان ژورنال: Biometrika
سال: 2006
ISSN: 1464-3510,0006-3444
DOI: 10.1093/biomet/93.1.41