COMPUTING BAYES FACTORS USING A GENERALIZATION OF THE SAVAGE-DICKEY DENSITY RATIO

被引：324

作者：

VERDINELLI, I ^{[1
]}

WASSERMAN, L ^{[1
]}

机构：

[1] CARNEGIE MELLON UNIV,DEPT STAT,PITTSBURGH,PA 15213

来源：

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION | 1995年 / 90卷 / 430期

关键词：

BAYES FACTOR; HYPOTHESIS TESTING; MARKOV CHAIN MONTE CARLO;

D O I：

10.2307/2291073

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We present a simple method for computing Bayes factors. The method derives from observing that in general, a Bayes meter can be written as the product of a quantity called the Savage-Dickey density ratio and a correction factor: both terms are easily estimated from posterior simulation. In some cases it is possible to do these computations without ever evaluating the likelihood.

引用

页码：614 / 618

页数：5

共 27 条

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CHEN MH, 1992, 9222 PURD U DEP STAT

[2]

CHIB S, 1994, MARGINAL LIKELIHOOD

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