Computing Bayes Factors by Combining Simulation and Asymptotic Approximations

By Thomas J. DiCiccio, Robert E. Kass, Adrian E. Raftery, Larry A. Wasserman. 1997

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

1. Mark F. J. Steel
2. Martyn Plummer
3. Mathias Drton
4. Raúl Tempone
5. J. R. Magnus
6. Ivo Babuska
7. Giuseppe De Luca
8. Ivan Jeliazkov

Citations in the corpus

• Model Averaging Methods for Weight Trimming (2008, methodology): “DiCiccio et al. (1997) discuss improvements on this approximation that may be utilized as well.”
• Applications of Bayesian model selection to cosmological parameters (2005, methodology): “Here we investigate the performance of the Savage-Dickey density ratio (SDDR), whose use is very promising in terms of reducing the computational effort needed to calculate the Bayes factor of two nested models, as we show below (for other possibilities, see e.g. DiCiccio et al. (1997)).”
• Bayesian analysis of mixture models with an unknown number of components- an alternative to reversible jump methods (2000, methodology): “described by DiCiccio et al. (1997) ) of obtaining estimates for and normal , and uses this method to obtain the estimates”