Marginal likelihood computation for model selection and hypothesis testing: an extensive review

17 May 2020

Papers citing "Marginal likelihood computation for model selection and hypothesis testing: an extensive review"

32 / 32 papers shown

Title
A survey of Monte Carlo methods for noisy and costly densities with application to reinforcement learning and ABC F. Llorente Luca Martino Jesse Read D. Delgado OffRL 138 13 0 03 Jan 2025
Adaptive posterior distributions for uncertainty analysis of covariance matrices in Bayesian inversion problems for multioutput signals E. Curbelo Luca Martino F. Llorente D. Delgado-Gomez 92 1 0 03 Jan 2025
A Survey of Monte Carlo Methods for Parameter Estimation D. Luengo Luca Martino M. Bugallo Victor Elvira S. Särkkä 46 154 0 25 Jul 2021
Compressed Monte Carlo with application in particle filtering Luca Martino Victor Elvira 36 36 0 18 Jul 2021
A Joint introduction to Gaussian Processes and Relevance Vector Machines with Connections to Kalman filtering and other Kernel Smoothers Luca Martino Jesse Read BDL GP 29 55 0 19 Sep 2020
Minimum Description Length Revisited Peter Grünwald Teemu Roos 105 66 0 21 Aug 2019
On the marginal likelihood and cross-validation Edwin Fong Chris Holmes UQCV 92 110 0 21 May 2019
Markov Chain Importance Sampling -- a highly efficient estimator for MCMC Ingmar Schuster I. Klebanov 57 24 0 18 May 2018
A Review of Multiple Try MCMC algorithms for Signal Processing Luca Martino 41 81 0 27 Jan 2018
On the correspondence between thermodynamics and inference Colin H. LaMont Paul A. Wiggins 31 26 0 05 Jun 2017
Metropolis Sampling Luca Martino Victor Elvira 52 25 0 15 Apr 2017
Group Importance Sampling for Particle Filtering and MCMC Luca Martino Victor Elvira G. Camps-Valls 107 66 0 10 Apr 2017
Cooperative Parallel Particle Filters for online model selection and applications to Urban Mobility Luca Martino Jesse Read Victor Elvira F. Louzada 47 130 0 25 Sep 2016
Heretical Multiple Importance Sampling Victor Elvira Luca Martino D. Luengo M. Bugallo 52 38 0 15 Sep 2016
Effective Sample Size for Importance Sampling based on discrepancy measures Luca Martino Victor Elvira F. Louzada 104 180 0 10 Feb 2016
Generalized Multiple Importance Sampling Victor Elvira Luca Martino D. Luengo M. Bugallo 53 145 0 10 Nov 2015
Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC Aki Vehtari Andrew Gelman Jonah Gabry 98 4,036 0 16 Jul 2015
Efficient Multiple Importance Sampling Estimators Victor Elvira Luca Martino D. Luengo M. Bugallo 54 75 0 20 May 2015
Layered Adaptive Importance Sampling Luca Martino Victor Elvira D. Luengo J. Corander 43 108 0 18 May 2015
Comparison of Bayesian predictive methods for model selection Juho Piironen Aki Vehtari 58 279 0 30 Mar 2015
Nested Sequential Monte Carlo Methods C. A. Naesseth Fredrik Lindsten Thomas B. Schon 421 84 0 09 Feb 2015
Bayesian Evidence and Model Selection K. Knuth Michael Habeck N. Malakar Asim M. Mubeen Ben Placek BDL 46 96 0 11 Nov 2014
Vertical-likelihood Monte Carlo Nicholas G. Polson James G. Scott 37 15 0 11 Sep 2014
Improving power posterior estimation of statistical evidence Nial Friel M. Hurn J. Wyse 56 68 0 14 Sep 2012
Improved Adaptive Rejection Metropolis Sampling Algorithms Luca Martino Jesse Read D. Luengo 52 86 0 24 May 2012
On the flexibility of the design of Multiple Try Metropolis schemes Luca Martino Jesse Read 72 61 0 03 Jan 2012
A multi-point Metropolis scheme with generic weight functions Luca Martino V. D. Olmo Jesse Read 60 34 0 17 Dec 2011
Computing the Bayesian Factor from a Markov chain Monte Carlo Simulation of the Posterior Distribution M. Weinberg 96 64 0 09 Nov 2009
Importance sampling methods for Bayesian discrimination between embedded models Jean-Michel Marin Christian P. Robert 72 60 0 13 Oct 2009
Computational methods for Bayesian model choice Christian P. Robert Darren Wraith 94 74 0 29 Jul 2009
Adaptive Multiple Importance Sampling J. Cornuet Jean-Michel Marin Antonietta Mira Christian P. Robert 86 264 0 07 Jul 2009
Properties of Nested Sampling Nicolas Chopin Christian P. Robert 104 116 0 25 Jan 2008