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Towards Automatic Model Comparison: An Adaptive Sequential Monte Carlo Approach

JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS, no. 3.0 (2016): 701-726

Cited: 54|Views37

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Adaptive Monte Carlo algorithmsBayesian model comparisonNormalizing constantsPath samplingThermodynamic integration

Abstract

Model comparison for the purposes of selection, averaging, and validation is a problem found throughout statistics. Within the Bayesian paradigm, these problems all require the calculation of the posterior probabilities of models within a particular class. Substantial progress has been made in recent years, but difficulties remain in the ...More

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yan zhou

adam m johansen

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john a d aston

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