A Comparison of Marginal Likelihood Computation Methods

descriptionPublicationkeyboard_double_arrow_right Article , Part of book or chapter of book , Conference object , Research , Other literature type , Preprint 01 Jan 2002 Netherlands English Publisher:Elsevier BVJournal:SSRN Electronic Journal (eissn: 1556-5068,

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Authors: Charles S. Bos;

doi: 10.2139/ssrn.332860 , 10.1007/978-3-642-57489-4_11

handle: 1871/9534 , 10419/85883

A Comparison of Marginal Likelihood Computation Methods

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Abstract

In a Bayesian analysis, different models can be compared on the basis of the expected or marginal likelihood they attain. Many methods have been devised to compute the marginal likelihood, but simplicity is not the strongest point of most methods. At the same time, the precision of methods is often questionable.

Country

Netherlands

Related Organizations

Vrije Universiteit Amsterdam
Netherlands
School of Business and Economics, Econometrics and Operations Research
Netherlands
University of Amsterdam
Netherlands

Keywords

ddc:330, Bayesian analysis., Marginal likelihood; Bayesian analysis., C52, C63, Bayes-Statistik, Marginal likelihood, C11, Marginalanalyse, Theorie, jel: jel:C52, jel: jel:C63, jel: jel:C11

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