On the computation of the marginal likelihood
Statistics Theory
2014-06-12 v2 Statistics Theory
Abstract
We describe briefly in this note a procedure for consistently estimating the marginal likelihood of a statistical model through a sample from the posterior distribution of the model parameters.
Keywords
Cite
@article{arxiv.1306.1170,
title = {On the computation of the marginal likelihood},
author = {Paulo C. Marques F},
journal= {arXiv preprint arXiv:1306.1170},
year = {2014}
}