New Estimators of the Bayes Factor for Models with High-Dimensional Parameter and/or Latent Variable Spaces
Formal Bayesian comparison of two competing models, based on the posterior odds ratio, amounts to estimation of the Bayes factor, which is equal to the ratio of respective two marginal data density values. In models with a large number of parameters and/or latent variables, they are expressed by hig...
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| Format: | Article |
| Language: | English |
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MDPI AG
2021-03-01
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| Series: | Entropy |
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| Online Access: | https://www.mdpi.com/1099-4300/23/4/399 |