Marginal likelihood estimation via power posteriors
Marginal likelihood estimation via power posteriors
N. Friel,A. Pettitt
2008 · DOI: 10.1111/j.1467-9868.2007.00650.x
342 Citations
TLDR
It is shown how the marginal likelihood can be computed via Markov chain Monte Carlo methods on modified posterior distributions for each model, which then allows Bayes factors or posterior model probabilities to be calculated.
