Marginal Likelihood Computation via Arrogance Sampling

Details Marginal Likelihood Computation via Arrogance Sampling Marginal Likelihood Computation via Arrogance Sampling

2011-01-06

arxiv.org/abs/1101.1136v1

Statistics

Computation

Scientific paper

This paper describes a method for estimating the marginal likelihood or Bayes factors of Bayesian models using non-parametric importance sampling ("arrogance sampling"). This method can also be used to compute the normalizing constant of probability distributions. Because the required inputs are samples from the distribution to be normalized and the scaled density at those samples, this method may be a convenient replacement for the harmonic mean estimator. The method has been implemented in the open source R package margLikArrogance.

Affiliated with

Also associated with

No associations

Rating

Marginal Likelihood Computation via Arrogance Sampling does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Marginal Likelihood Computation via Arrogance Sampling, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Marginal Likelihood Computation via Arrogance Sampling will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-398625