Computational methods for Bayesian model choice

Abstract

In this note, we shortly survey some recent approaches on the approximation of the Bayes factor used in Bayesian hypothesis testing and in Bayesian model choice. In particular, we reassess importance sampling, harmonic mean sampling, and nested sampling from a unified perspective.

12 pages, 4 figures, submitted to the proceedings of MaxEnt 2009, July 05-10, 2009, to be published by the American Institute of Physics

References in corpus (1)

• Properties of Nested Sampling

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