Monte Carlo Approximation of Bayes Factors via Mixing With Surrogate Distributions - Dai, Chenguang; Liu, Jun S. (Journal of the American Statistical Association, 2022)
Keywords: Algorithms; Approximation; Bayesian analysis; Bayesian theory; Convergence; Gaussian process; Jumping; Marginal likelihood; Markov analysis; Markov chain; Markov chains; Mathematical analysis; Mixture distribution; momentum; Monte Carlo simulation; Multiple-try Metropolis; Normalizing (statistics); Regression analysis; Reversible; Reversible jump MCMC; Statistical analysis; Statistical methods; Statistical models; Statistics; Wang-Landau algorithm